Robust maximum principle for multi-model LQ-problem

DOI10.1080/00207170210156260zbMATH Open1018.49023OpenAlexW2086199112MaRDI QIDQ4800364FDOQ4800364

Authors: T. E. Duncan, Alexander S. Poznyak, B. Pasik-Duncan, V. G. Boltyanski 

Publication date: 9 September 2003

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170210156260

Recommendations

• Robust maximum principle in minimax control
• Robust stochastic maximum principle for multi-model worst case optimization
• Robust optimal control for minimax stochastic linear quadratic problem
• scientific article; zbMATH DE number 1808523
• The robust maximum principle. Theory and applications.

zbMATH Keywords

robust maximum principleminimax Bolza problemminimax linear-quadratic controlminimax Mayer problem

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Optimality conditions for problems involving ordinary differential equations (49K15) Linear-quadratic optimal control problems (49N10)

Cites Work

• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Parameter space methods for robust control design: a guided tour
• State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
• A Game Theoretic Approach to $\mathcal{H}^\infty $ Control for Time-Varying Systems
• Robust maximum principle in minimax control
• Title not available (Why is that?)

Cited In (18)

• Decomposition of the min-max multi-model problem via integral sliding mode
• Robust stochastic maximum principle for multi-model worst case optimization
• Discounted robust control for Markov diffusion processes
• Output mini-max control for polynomial systems: analysis and applications
• Robust ouput LQ optimal control via integral sliding modes
• Robust maximum principle in minimax control
• Multi-model LQ-constrained \(\min\)-\(\max\) control
• The dynamic programming approach to multi-model robust optimization
• Robust optimal control for minimax stochastic linear quadratic problem
• Linear multi‐model time‐optimization
• Mini-max incentive strategy for leader-follower games under uncertain dynamics
• Robust Nash dynamic game strategy for user cooperation energy efficiency in wireless cellular networks
• On the use of stochastic differential games against nature to ergodic control problems with unknown parameters
• Optimization and robustness
• The robust maximum principle. Theory and applications.
• Necessary conditions for robust Stackelberg equilibrium in a multi-model differential game
• Remark on multi-target, robust linear-quadratic control problem on semi-infinite interval
• Min-max piecewise constant optimal control for multi-model linear systems

This page was built for publication: Robust maximum principle for multi-model LQ-problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4800364)