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

DOI10.1016/j.automatica.2006.08.020zbMath1111.93085MaRDI QIDQ869082

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 complexity; randomized algorithms; probabilistic approach; guaranteed cost regulator

Mathematics Subject Classification ID

93E20: Optimal stochastic control

Related Items

Stochastic ellipsoid methods for robust control: Multiple updates and multiple cuts, Research on probabilistic methods for control system design, A survey of randomized algorithms for control synthesis and performance verification, A New Probabilistic Robust Control Approach for System with Uncertain Parameters

Cites Work

• Unnamed Item
• Unnamed Item
• Polynomial-time algorithms for probabilistic solutions of parameter-dependent linear matrix inequalities
• Probabilistic design of LPV control systems.
• Computational complexity of randomized algorithms for solving parameter-dependent linear matrix inequalities.
• Randomized algorithms for analysis and control of uncertain systems. With a foreword by M. Vidyasagar
• A Convergent Algorithm for the Output Covariance Constraint Control Problem
• Optimal guaranteed cost control and filtering for uncertain linear systems
• Probabilistic robust design with linear quadratic regulators