Robust maximum principle for multi-model LQ-problem
DOI10.1080/00207170210156260zbMATH Open1018.49023OpenAlexW2086199112MaRDI QIDQ4800364FDOQ4800364
Alexander S. Poznyak, T. E. Duncan, 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
Minimax problems in mathematical programming (90C47) Optimality conditions for problems involving ordinary differential equations (49K15) Linear-quadratic optimal control problems (49N10)
Cites Work
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- State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
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Cited In (12)
- Robust stochastic maximum principle for multi-model worst case optimization
- Discounted robust control for Markov diffusion processes
- Mini-max incentive strategy for leader–follower games under uncertain dynamics
- 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 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
- Necessary conditions for robust Stackelberg equilibrium in a multi-model differential game
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