Completion-of-squares: revisited and extended

DOI10.1016/J.SYSCONLE.2011.06.009MaRDI QIDQ643690zbMATH OpenOpenAlexFDO

Authors De-Xin Wang, Li Qiu, Cao, Xiren

Publication date 2 November 2011

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2011.06.009

zbMATH Keywords

performance potentialperformance optimizationcompletion-of-squaresdirect-comparison approach

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)

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• \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.

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