A dual optimization procedure for linear quadratic robust control problems
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Sensitivity (robustness) (93B35) Existence theories for optimal control problems involving ordinary differential equations (49J15) Sensitivity, stability, well-posedness (49K40) Numerical methods involving duality (49M29) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99)
Cites work
- scientific article; zbMATH DE number 3668430 (Why is no real title available?)
- scientific article; zbMATH DE number 3351366 (Why is no real title available?)
- Convexification procedures and decomposition methods for nonconvex optimization problems
- Gradient calculations for linear quadratic fixed-control structure problems
- Multiplier and gradient methods
- Parameter space design of robust control systems
- Robust stability of systems with application to singular perturbations
Cited in
(6)- Matrix criterion robust linear quadratic control problem
- Simultaneous control of linear systems by state feedback
- Multiple models, multiplicative noise and linear quadratic control—algorithmic aspects
- Robust stability and performance of systems with structured and bounded uncertainties: an extension of the guaranteed cost control approach
- Guaranteed cost control of systems with norm bounded uncertainties
- scientific article; zbMATH DE number 6148090 (Why is no real title available?)
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