On the Lagrange duality of stochastic and deterministic minimax control and filtering problems (Q6094348)

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scientific article; zbMATH DE number 7737067
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    On the Lagrange duality of stochastic and deterministic minimax control and filtering problems
    scientific article; zbMATH DE number 7737067

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      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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