Performance analysis and controller synthesis for nonlinear systems with stochastic uncertainty constraints

DOI10.1016/0005-1098(96)00023-4zbMath0861.93033OpenAlexW2016108387MaRDI QIDQ1923013

Matthew R. James, Ian R. Petersen

Publication date: 13 May 1997

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(96)00023-4

zbMATH Keywords

robustnessdynamic programming\(S\)-procedure

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Synthesis problems (93B50) Probabilistic games; gambling (91A60)

Related Items (6)

An exact minimum variance filter for a class of discrete time systems with random parameter perturbations ⋮ A minimax optimal control strategy for uncertain quasi-Hamiltonian systems ⋮ Stochastic minimax control for stabilizing uncertain quasi-integrable Hamiltonian systems ⋮ Stability and reliable data reconstruction of uncertain dynamic systems over finite capacity channels ⋮ Viscosity solutions and optimal control problems with integral constraints ⋮ Decentralised - filtering of networked control systems: a jump system approach

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