Stochastic algorithms for robustness of control performances

DOI10.1016/j.automatica.2009.02.018zbMath1166.93387MaRDI QIDQ2391326

Matteo Gaeta, Katarzyna Zadarnowska, Benedetto Piccoli

Publication date: 24 July 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2009.02.018

zbMATH Keywords

robustness; stochastic differential equations; control system; stochastic algorithms; randomized algorithms

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E15: Stochastic stability in control theory

93E35: Stochastic learning and adaptive control

Related Items

A New Probabilistic Robust Control Approach for System with Uncertain Parameters, Robust and nonlinear control literature survey (No. 14)

Uses Software

• RACT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic differential equations. An introduction with applications
• Several NP-hard problems arising in robust stability analysis
• Randomized algorithms for analysis and control of uncertain systems. With a foreword by M. Vidyasagar
• A Monte Carlo approach to the analysis of control system robustness
• Filtering on nonlinear time-delay stochastic systems
• A survey of randomized algorithms for control synthesis and performance verification
• \(H_\infty\) filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities
• Some problems of robust control of a stochastic object
• Improved sample complexity estimates for statistical learning control of uncertain systems
• Optimal algorithms theory for robust estimation and prediction
• Intractable Problems in Control Theory
• Using Randomization to Break the Curse of Dimensionality
• Insurability of catastrophic risks: the stochastic optimization model
• Nonlinear feedback systems perturbed by noise: steady-state probability distributions and optimal control
• Randomized algorithms for synthesis of switching rules for multimodal systems
• Robust H/sub /spl infin// filtering for nonlinear stochastic systems
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• A survey of computational complexity results in systems and control