Optimal control of systems with constraints
In this thesis, we present new developments resulting from our work on constrained LQG control. Our work can be divided into two broad areas: Generalizations of well known results associated with unconstrained LQG control such as the Separation Theorem, and development of new computational algorithms for solving these problems. A summary of the topics we are presenting is as follows: Linearly constrained LQG control In this chapter, we study the LQG control problem with finitely many and...[Show more]
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