A new proof of the discrete-time LQG optimal control theorems (Q4850491)

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scientific article; zbMATH DE number 806647
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A new proof of the discrete-time LQG optimal control theorems
scientific article; zbMATH DE number 806647

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    A new proof of the discrete-time LQG optimal control theorems (English)
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    21 November 1995
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    discrete-time
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    linear quadratic Gaussian
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    constrained optimization
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