Stochastic Uncertain Systems Subject to Relative Entropy Constraints: Induced Norms and Monotonicity Properties of Minimax Games

DOI10.1109/TAC.2007.894517MaRDI QIDQ5282085zbMATH OpenOpenAlexFDO

Authors Farzad Rezaei, Charalambos D. Charalambous

Publication date 27 July 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2007.894517

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Stochastic systems in control theory (general) (93E03)

Cited in

(8)

• Robustness to Incorrect Priors in Partially Observed Stochastic Control
• Dynamic programming subject to total variation distance ambiguity
• Robust coding for a class of sources: Applications in control and reliable communication over limited capacity channels
• Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity
• Guaranteed cost LQG control for uncertain systems with a normalized coprime factor uncertainty structure
• State distributions and minimum relative entropy noise sequences in uncertain stochastic systems: the discrete-time case
• Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
• Risk-sensitivity conditions for stochastic uncertain model validation

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