Minimax LQG Control of Stochastic Partially Observed Uncertain Systems (Q4537782)
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scientific article; zbMATH DE number 1758227
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax LQG Control of Stochastic Partially Observed Uncertain Systems |
scientific article; zbMATH DE number 1758227 |
Statements
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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