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

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scientific article; zbMATH DE number 3976921
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    A primal-dual method for linear-quadratic gaussian control problems with quadratic constraints
    scientific article; zbMATH DE number 3976921

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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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