Work

Cholesky factorisation, and intrinsically sparse linear quadratic regulation

Year: 2026
Type: preprint
Abstract: We classify a family of matrices of shift operators that can be factorised in a computationally tractable manner with the Cholesky algorithm. Such matrices arise in the linear quadratic regulator problem, and related areas. We use the factorisation to uncover intrinsic sparsity properties in the control laws for transportation problems with an underlying tree structure. This reveals that the optimal control can be applied in a distributed manner that is obscured by standard solution methods.
Institution: Lund University
Open Access status: green
OpenAlex ID: W7127633888
Cites:
Cited by:
Related to: