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Publication:3950435
zbMath0488.93065MaRDI QIDQ3950435
H. Vincent Poor, John C. Darragh, Kenneth S. Vastola, Douglas P. Looze
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
quadratic objective functionallinear-quadratic Gaussian controlminimax control formulationsaddle-point solutions
Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Optimality conditions for minimax problems (49K35) Optimality conditions for problems involving randomness (49K45)