Optimal stochastic control for performance- and stability-robustness

DOI10.1109/9.277241MaRDI QIDQ3140197zbMATH OpenOpenAlexFDO

Authors Engin Yaz

Publication date 6 December 1993

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

Full work available at URL https://doi.org/10.1109/9.277241

zbMATH Keywords

LQ regulatorsRiccati equations

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Optimal stochastic control (93E20)

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Cited in

(15)

• Parametrization of all linear compensators for discrete-time stochastic parameter systems
• Stochastic algorithms for robustness of control performances
• Some problems of robust control of a stochastic object
• Robust jump linear quadratic control: A mode stabilizing solution
• On preserving the robustness of an optimal control system with observers
• Analysis of the suboptimality of large-scale systems with stochastic perturbations
• Robust controller synthesis using the maximum entropy design equations
• Stability robustness of the discrete-time LQG system under plant perturbation and noise uncertainty
• Robust discrete controllers guaranteeing l/sub 2/ and l/sub infinity / performances
• Robust performance optimization based on stochastic model errors: the stable case
• Robustness of full-order and restricted-structure optimal control systems
• Design of optimal state controller robust to external disturbance for one class of nonstationary stochastic systems
• New risk-averse control paradigm for stochastic two-time-scale systems and performance robustness
• Performance‐based optimal control for stochastic nonlinear systems with unknown dead‐zone
• Robust regret optimal control

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