Stochastic Uncertain Systems Subject to Relative Entropy Constraints: Induced Norms and Monotonicity Properties of Minimax Games
DOI10.1109/TAC.2007.894517zbMATH Open1366.93618OpenAlexW1999918998MaRDI QIDQ5282085FDOQ5282085
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
Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Stochastic systems in control theory (general) (93E03)
Cited In (8)
- Guaranteed cost LQG control for uncertain systems with a normalized coprime factor uncertainty structure
- Dynamic programming subject to total variation distance ambiguity
- Robustness to Incorrect Priors in Partially Observed Stochastic Control
- Robust coding for a class of sources: Applications in control and reliable communication over limited capacity channels
- State distributions and minimum relative entropy noise sequences in uncertain stochastic systems: the discrete-time case
- Risk-sensitivity conditions for stochastic uncertain model validation
- Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
- Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity
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