Guaranteed robustness properties of multivariable nonlinear stochastic optimal regulators

DOI10.1109/TAC.1984.1103643MaRDI QIDQ3335664zbMATH OpenOpenAlexFDO

Authors Michael Athans, John N. Tsitsiklis

Publication date 1984

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1984.1103643

zbMATH Keywords

closed-loop stabilityHamilton- Jacobi-Bellman equationinfinite horizon optimal regulationLyapunov function

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Nonlinear systems in control theory (93C10) Multivariable systems, multidimensional control systems (93C35) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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(17)

• Coordination in multiagent systems and Laplacian spectra of digraphs
• Optimal control problems over large time intervals
• On optimality of decentralized control for a class of nonlinear interconnected systems
• Robustness of nonlinear state feedback. A survey
• Approximate solutions to the time-invariant Hamilton-Jacobi-Bellman equation
• CLF based designs with robustness to dynamic input uncertainties
• Integrator forwarding: A new recursive nonlinear robust design
• Galerkin approximations of the generalized Hamilton-Jacobi-Bellman equation
• Robustness of the optimality property of ah optimal regulator : multi-input case
• THE INVERSE OPTIMAL CONTROL OF A CHAOTIC SYSTEM WITH MULTIPLE ATTRACTORS
• Robust stability of linear quadratic state feedback regulator under system uncertainty
• On the stability of asynchronous iterative processes
• Deterministic control of uncertain feedback systems with time-delay and series nonlinearities
• Implications of dissipativity, inverse optimal control, and stability margins for nonlinear stochastic feedback regulators
• Ignored input dynamics and a new characterization of control Lyapunov functions
• Constructive nonlinear control: a historical perspective
• Some results on inverse optimality based designs

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