Robust stability and performance of stochastic uncertain systems on an infinite time interval
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Publication:5958602
DOI10.1016/S0167-6911(01)00149-9zbMath0986.93052OpenAlexW2177395128MaRDI QIDQ5958602
Valery A. Ugrinovskii, Ian R. Petersen
Publication date: 3 March 2002
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(01)00149-9
robust stabilitystochastic stabilityrisk-sensitive controlcontinuous-time uncertain systemsrelative entropy constraintuncertain probability distribution
Optimal stochastic control (93E20) Robust stability (93D09) Stochastic stability in control theory (93E15)
Related Items (5)
Robust output feedback stabilization via risk-sensitive control ⋮ Guaranteed cost LQG control for uncertain systems with a normalized coprime factor uncertainty structure ⋮ Stabilization for T-S model based uncertain stochastic systems ⋮ Joint stochastic distribution tracking control for multivariate descriptor systems with non-gaussian variables ⋮ Robust filtering of stochastic uncertain systems on an infinite time horizon
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