Minimax LQG Control of Stochastic Partially Observed Uncertain Systems (Q4537782): Difference between revisions

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scientific article; zbMATH DE number 1758227
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English
Minimax LQG Control of Stochastic Partially Observed Uncertain Systems
scientific article; zbMATH DE number 1758227

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    Minimax LQG Control of Stochastic Partially Observed Uncertain Systems (English)
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    23 June 2002
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    robust stability
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    optimal control
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    Riccati equation
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    relative entropy constraint
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    risk-sensitive control
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    minimax linear quadratic regulator
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