A quasi-separation theorem for LQG optimal control with IQ constraints
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Publication:1390843
DOI10.1016/S0167-6911(97)00058-3zbMath0901.93075OpenAlexW2181011494MaRDI QIDQ1390843
John B. Moore, Andrew E. B. Lim
Publication date: 22 July 1998
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(97)00058-3
duality theoryintegral quadratic constraintsseparation theoremLQG optimal controlpartial observationoptimization theorygradient optimization algorithms
Stochastic systems and control (93E99) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)
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