On the worst-case disturbance of minimax optimal control

DOI10.1016/J.AUTOMATICA.2004.11.027zbMath1093.93030OpenAlexW2157525855MaRDI QIDQ2576089

Myung-Gon Yoon, Ian R. Petersen, Valery A. Ugrinovskii

Publication date: 8 December 2005

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2004.11.027

zbMATH Keywords

Robust controlStochastic controlRisk-sensitive controlMinimax controlWorst-case design

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Optimal stochastic control (93E20)

Related Items (5)

Minimax optimal control of linear system with input-dependent uncertainty ⋮ Min-max optimal control of linear systems with uncertainty and terminal state constraints ⋮ Event-triggered minimax state estimation with a relative entropy constraint ⋮ In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories ⋮ Worst-case relative cost optimal control for dynamic systems with finite admissible disturbance sequence sets

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
• Dynamic noncooperative game theory
• Finite horizon minimax optimal control of stochastic partially observed time varying uncertain systems
• Connections between stochastic control and dynamic games
• A connection between \({\mathcal H}_ \infty\) control and the absolute stabilizability of discrete-time uncertain linear systems
• Minimax optimal control of stochastic uncertain systems with relative entropy constraints
• Robust H/sub ∞/ output feedback control for nonlinear systems
• Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
• \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.

This page was built for publication: On the worst-case disturbance of minimax optimal control