A primal-dual method for linear-quadratic gaussian control problems with quadratic constraints (Q3743239)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A primal-dual method for linear-quadratic gaussian control problems with quadratic constraints |
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A primal-dual method for linear-quadratic gaussian control problems with quadratic constraints (English)
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1986
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stationary quadratic state and input constraints
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Lagrange multiplier method
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dual maximization problem
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linear-quadratic Gaussian control
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