Separation theorem for linearly constrained LQG optimal control

DOI10.1016/0167-6911(96)00035-7zbMATH Open0866.93098OpenAlexW2041257035MaRDI QIDQ671586FDOQ671586

L. Faybusovich, John Moore, Andrew Lim

Publication date: 27 February 1997

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

Full work available at URL: https://doi.org/10.1016/0167-6911(96)00035-7

zbMATH Keywords

separation theoremlinear-quadratic-Gaussian optimal controllinearly constrained linear-quadratic

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)
• On the Separation Theorem of Stochastic Control
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• Extensions of quadratic minimization theory I. Finite time results
• Separation theorem for linearly constrained LQG optimal control
• Long-step path-following algorithm for convex quadratic programming problems in a Hilbert space
• Title not available (Why is that?)
• A new proof of the discrete-time LQG optimal control theorems

Cited In (6)

• Separation theorem for linearly constrained LQG optimal control
• Barrier function based model predictive control
• A quasi-separation theorem for LQG optimal control with IQ constraints
• Data-driven approximated optimal control for chemical processes with state and input constraints
• Application of interior-point methods to model predictive control
• Transcale control for a class of discrete stochastic systems based on wavelet packet decomposition

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