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

DOI10.1023/A:1008348029697zbMATH Open0964.93087OpenAlexW3160989496MaRDI QIDQ1577519FDOQ1577519

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

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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)

Cited In (8)

• Title not available (Why is that?)
• 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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