A primal-dual method for linear-quadratic gaussian control problems with quadratic constraints (Q3743239)

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A primal-dual method for linear-quadratic gaussian control problems with quadratic constraints
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    A primal-dual method for linear-quadratic gaussian control problems with quadratic constraints (English)
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    1986
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    stationary quadratic state and input constraints
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    Lagrange multiplier method
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    dual maximization problem
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    linear-quadratic Gaussian control
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