Minimax optimal control of stochastic uncertain systems with relative entropy constraints
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Publication:4507070
DOI10.1109/9.847720zbMath0978.93083OpenAlexW2113151258MaRDI QIDQ4507070
Ian R. Petersen, Paul Dupuis, Matthew R. James
Publication date: 17 October 2000
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/0a74d65913c40c4d4a20c9baf125b5938ac3ae2e
robustnessrelative entropystochastic optimal controloutput feedback\(H^\infty\) controldiscrete-time uncertain systemsrisk-sensitive control problemminimax linear quadratic Gaussian controllerworst-case robust performance
Discrete-time control/observation systems (93C55) (H^infty)-control (93B36) Optimal stochastic control (93E20)
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