Before revision: 131–147 (February 1968) It is a counterexample to a natural conjecture that one can generalize a key result of centralized linear-quadratic-Gaussian control systems: that affine (linear) control laws are optimal.
After revision: 131–147 (February 1968) It is a counterexample to a natural conjecture that one can generalize a key result of centralized linear-quadratic-Gaussian control systems--that in a system with linear dynamics, Gaussian disturbance, and quadratic cost, affine (linear) control laws are optimal.