Guaranteed cost regulator design: a probabilistic solution and a randomized algorithm

DOI10.1016/J.AUTOMATICA.2006.08.020MaRDI QIDQ869082zbMATH OpenOpenAlexFDO

Authors Yasumasa Fujisaki, Yasuaki Oishi

Publication date 26 February 2007

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2006.08.020

zbMATH Keywords

computational complexityrandomized algorithmsprobabilistic approachguaranteed cost regulator

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 1232374 (Why is no real title available?)
• scientific article; zbMATH DE number 2247414 (Why is no real title available?)
• A Convergent Algorithm for the Output Covariance Constraint Control Problem
• Computational complexity of randomized algorithms for solving parameter-dependent linear matrix inequalities.
• Optimal guaranteed cost control and filtering for uncertain linear systems
• Polynomial-time algorithms for probabilistic solutions of parameter-dependent linear matrix inequalities
• Probabilistic design of LPV control systems.
• Probabilistic robust design with linear quadratic regulators
• Randomized algorithms for analysis and control of uncertain systems. With a foreword by M. Vidyasagar

Cited in

(6)

• Probabilistic Robust Controller Design: Probable Near Minimax Value and Randomized Algorithms
• A survey of randomized algorithms for control synthesis and performance verification
• Research on probabilistic methods for control system design
• Weighted stochastic Riccati equations for generalization of linear optimal control
• A new probabilistic robust control approach for system with uncertain parameters
• Stochastic ellipsoid methods for robust control: Multiple updates and multiple cuts

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