Matrix criterion robust linear quadratic control problem
DOI10.1080/00207178708547403zbMATH Open0629.93080OpenAlexW1978786815MaRDI QIDQ3767243FDOQ3767243
Authors: P. M. Mäkilä, Hannu T. Toivonen 
Publication date: 1987
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178708547403
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numerical methodrobust designtime-invariantFritz John conditionsminimax problemPareto-minimal solutionslinear-invariant stochastic systemsmatrix-valued quadratic performanceoperating points/conditionsSoland scalarization
Sensitivity, stability, parametric optimization (90C31) Optimality conditions for minimax problems (49K35) Optimality conditions for problems involving randomness (49K45) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Multiobjective variational problems, Pareto optimality, applications to economics, etc. (58E17)
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Cited In (5)
- Linear-quadratic control problem with robust quadratically constraints
- Bibliography on robust control
- Design of Pareto-optimal linear quadratic estimates, filters and controllers
- Multicriteria robust generalized \(H_2\) and \(\gamma_0\) controllers with application to stabilization of a rotor in electromagnetic bearings
- On multiple criteria stationary linear quadratic control
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