A new method for proving the separation principle for the infinite-dimensional LQG regulator problem

DOI10.1093/IMAMCI/DNY008zbMath1477.49052OpenAlexW2790028206WikidataQ130194449 ScholiaQ130194449MaRDI QIDQ5162688

Mahyar Mahinzaeim

Publication date: 5 November 2021

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/dny008

zbMATH Keywords

infinite-dimensional systemsseparation principledistributed parameter systemsnecessary conditionslinear-quadratic Gaussian control

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10)

This page was built for publication: A new method for proving the separation principle for the infinite-dimensional LQG regulator problem