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- W137772620 abstract "A novel Linear Quadratic Gaussian (LQG) control paradigm where the realization of the random disturbance is known at decision time is introduced. A game of chance is played where Nature randomly chooses the disturbance signal and the player, having access to the random disturbance information, employs a feedback/stroboscopic strategy. The closed-form optimal solution is derived and is compared to the solution of the classical LQG problem. Furthermore, the Gaussian assumption is relaxed and the interesting game theoretic interpretation is analyzed." @default.
- W137772620 created "2016-06-24" @default.
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- W137772620 date "2009-01-01" @default.
- W137772620 modified "2023-10-18" @default.
- W137772620 title "The LQG Game Against Nature" @default.
- W137772620 cites W2113595594 @default.
- W137772620 doi "https://doi.org/10.1007/978-0-8176-4834-3_17" @default.
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