Finite horizon minimax optimal control of nonlinear continuous time systems with stochastic uncertainty

DOI10.1023/A:1008348029697MaRDI QIDQ1577519zbMATH OpenOpenAlexFDO

Authors Valery Ugrinovskii, Ian R. Petersen

Publication date 8 July 2001

Published in Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1008348029697

zbMATH Keywords

unconstrained optimizationcontrol synthesisparametric uncertaintyrobustness analysisstochastic dynamic programmingstochastic uncertaintystochastic constraintsstochastic minimax optimization

Mathematics Subject Classification ID

Stochastic programming (90C15) Synthesis problems (93B50) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20)

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Cited in

(8)

• scientific article; zbMATH DE number 6671556 (Why is no real title available?)
• Optimal control of uncertain stochastic systems subject to total variation distance uncertainty
• A minimax optimal control strategy for uncertain quasi-Hamiltonian systems
• Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems
• Risk-sensitivity conditions for stochastic uncertain model validation
• Regret optimal control for uncertain stochastic systems
• Stochastic minimax control for stabilizing uncertain quasi-integrable Hamiltonian systems
• Optimization of stochastic uncertain systems: entropy rate functionals, minimax games and robustness

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