On the Lagrange duality of stochastic and deterministic minimax control and filtering problems (Q6094348): Difference between revisions

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Latest revision as of 20:35, 2 August 2024

scientific article; zbMATH DE number 7737067
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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)
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    13 September 2023
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    stochastic minimax control
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    Kalman filter
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    Lagrange duality
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    generalized \(H_\infty \)-optimal control and filtering
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    generalized \(H_2\)-optimal control
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    linear matrix inequalities
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