Separation theorem for linearly constrained LQG optimal control
- 1 August 1996
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 28 (4) , 227-235
- https://doi.org/10.1016/0167-6911(96)00035-7
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Long-Step Path-Following Algorithm for Convex Quadratic Programming Problems in a Hilbert SpaceJournal of Optimization Theory and Applications, 1997
- Linearly Constrained LQ and LQG Optimal ControlIFAC Proceedings Volumes, 1996
- A new proof of the discrete-time LQG optimal control theoremsIEEE Transactions on Automatic Control, 1995
- On the Separation Theorem of Stochastic ControlSIAM Journal on Control, 1968