Minimax control of linear stochastic systems with noise uncertainty

DOI10.1109/TAC.1983.1103353zbMath0526.93068OpenAlexW2124121590MaRDI QIDQ3043032

Douglas P. Looze, H. Vincent Poor, Kenneth S. Vastola, John C. Darragh

Publication date: 1983

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1983.1103353

zbMATH Keywords

state estimationminimax problemsaddle point solutionnoise uncertaintylinear-quadratic Gaussian control

Mathematics Subject Classification ID

Gaussian processes (60G15) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Existence of solutions for minimax problems (49J35) Optimality conditions for minimax problems (49K35) Optimality conditions for problems involving randomness (49K45) Model systems in control theory (93C99)

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