Stochastic feedback and its relation to the entropy criterion

DOI10.1016/J.AUTOMATICA.2011.01.038MaRDI QIDQ716151zbMATH OpenOpenAlexFDO

Authors Soohee Han

Publication date 19 April 2011

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2011.01.038

zbMATH Keywords

stochastic feedbackentropy criterionminimum entropy control

Mathematics Subject Classification ID

Feedback control (93B52) Stochastic systems in control theory (general) (93E03)

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• Minimum entropy control for discrete-time time-varying systems
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• scientific article; zbMATH DE number 2094806
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Cites work

• scientific article; zbMATH DE number 53598 (Why is no real title available?)
• scientific article; zbMATH DE number 802915 (Why is no real title available?)
• Derivation of the maximum entropyH_∞-controller and a state-space formula for its entropy
• Matrix mathematics. Theory, facts, and formulas
• Risk-sensitive linear/quadratic/gaussian control
• State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity

Cited in

(2)

• Entropy management of Gaussian stochastic systems
• Stochasticity in Feedback Loops: Great Expectations and Guaranteed Ruin

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Uses Software

• QDES

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