On the Lagrange Duality of Stochastic and Deterministic Minimax Control and Filtering Problems

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作者
M. M. Kogan
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[1] Nizhny Novgorod State University of Architecture and Civil Engineering,
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stochastic minimax control; Kalman filter; Lagrange duality; generalized ; -optimal control and filtering; generalized ; -optimal control; linear matrix inequalities;
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页码:105 / 116
页数:11
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