On the Lagrange duality of stochastic and deterministic minimax control and filtering problems (Q6094348)
From MaRDI portal
scientific article; zbMATH DE number 7737067
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Lagrange duality of stochastic and deterministic minimax control and filtering problems |
scientific article; zbMATH DE number 7737067 |
Statements
On the Lagrange duality of stochastic and deterministic minimax control and filtering problems (English)
0 references
13 September 2023
0 references
stochastic minimax control
0 references
Kalman filter
0 references
Lagrange duality
0 references
generalized \(H_\infty \)-optimal control and filtering
0 references
generalized \(H_2\)-optimal control
0 references
linear matrix inequalities
0 references
0 references
