论文信息 - Separation theorem for linearly constrained LQG optimal control - a continuous time case - 字舞流文

Separation theorem for linearly constrained LQG optimal control - a continuous time case

We solve the linearly constrained linear-quadratic (LQ) and linear-quadratic-Gaussian (LQG) optimal control problems. Closed form expressions of the optimal controls are derived, and the separation theorem is generalized.

Andrew E. B. Lim | L. Faybusovich | J.B. Moore | J.B. Moore | L. Faybusovich | A.E.B. Lim

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