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Separation theorem for linearly constrained LQG optimal control - MaRDI portal

Separation theorem for linearly constrained LQG optimal control (Q671586)

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scientific article; zbMATH DE number 983385
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Separation theorem for linearly constrained LQG optimal control
scientific article; zbMATH DE number 983385

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    Separation theorem for linearly constrained LQG optimal control (English)
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    27 February 1997
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    linear-quadratic-Gaussian optimal control
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    linearly constrained linear-quadratic
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    separation theorem
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