The multiple linear quadratic gaussian problem

DOI10.1080/00207178608933470MaRDI QIDQ3708683zbMATH OpenOpenAlexFDO

Authors Nick T. Koussoulas, Cornelius T. Leondes

Publication date 1986

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178608933470

zbMATH Keywords

discrete-time noise-perturbed linear systemmulticriteria optimization

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cites work

• A multiobjective linear quadratic Gaussian control problem
• A survey of multicriteria optimization or the vector maximum problem. I: 1776-1960
• Application of multiobjective optimization in aircraft control systems design
• Application of vector performance optimization to a robust control loop design for a fighter aircraft
• scientific article; zbMATH DE number 4066735 (Why is no real title available?)
• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• Vector-valued optimization problems in control theory. Transl. from the Russian by John L. Casti

Cited in

(12)

• Multilevel dynamic programming for general multiple linear-quadratic control in discrete-time systems
• On the multicriteria linear-quadratic optimization problem
• Multiple-criterion control: A convex programming approach
• On multiple criteria stationary linear quadratic control
• Matrix criterion robust linear quadratic control problem
• Two-criteria stochastic decision problem of discrete-time system in Hilbert space
• Multiple models, multiplicative noise and linear quadratic control—algorithmic aspects
• Multiple objective optimization approach to adaptive and learning control
• The quadratic Gaussian CEO problem
• Robust control design using eigenstructure assignment and multi-objective optimization
• Multiple objectives and non-separability in stochastic dynamic programming
• On the minimax solution of multiple linear-quadratic problems

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