OPTIMAL STOCHASTIC LINEAR-SYSTEMS WITH EXPONENTIAL PERFORMANCE CRITERIA AND THEIR RELATION TO DETERMINISTIC DIFFERENTIAL GAMES

[1] A DIRECT DERIVATION OF OPTIMAL LINEAR FILTER USING MAXIMUM PRINCIPLE [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1967, AC12 (06) : 690 - +

[2] Birkhoff G., 1979, LATTICE THEORY, V25

[3] Chang S. S. L., 1966, SIAM J CONTROL, V4, P46

[4] CHYUNG DH, 1967, SIAM J CONTROL, V5, P345

[5] CONSTRAINED MINIMIZATION UNDER VECTOR-VALUED CRITERIA IN FINITE DIMENSIONAL SPACES [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1967, 19 (01) : 103 - +

[6] Demetry J. S., 1970, IEEE Transactions on Automatic Control, VAC-15, P603, DOI 10.1109/TAC.1970.1099539

[7] GEERING HP, 1971, THESIS MASS I TECHNO

[8] INTERPRETATION OF N-DIMENSIONAL COVARIANCE MATRICES [J]. AIAA JOURNAL, 1971, 9 (04) : 740 - &

[9] Luenberger D.G., 1997, OPTIMIZATION VECTOR

[10] Mangasarian O. L., 1969, NONLINEAR PROGRAMMIN

[1] A DIRECT DERIVATION OF OPTIMAL LINEAR FILTER USING MAXIMUM PRINCIPLE [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1967, AC12 (06) : 690 - +

[2] Birkhoff G., 1979, LATTICE THEORY, V25

[3] Chang S. S. L., 1966, SIAM J CONTROL, V4, P46

[4] CHYUNG DH, 1967, SIAM J CONTROL, V5, P345

[5] CONSTRAINED MINIMIZATION UNDER VECTOR-VALUED CRITERIA IN FINITE DIMENSIONAL SPACES [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1967, 19 (01) : 103 - +

[6] Demetry J. S., 1970, IEEE Transactions on Automatic Control, VAC-15, P603, DOI 10.1109/TAC.1970.1099539

[7] GEERING HP, 1971, THESIS MASS I TECHNO

[8] INTERPRETATION OF N-DIMENSIONAL COVARIANCE MATRICES [J]. AIAA JOURNAL, 1971, 9 (04) : 740 - &

[9] Luenberger D.G., 1997, OPTIMIZATION VECTOR

[10] Mangasarian O. L., 1969, NONLINEAR PROGRAMMIN