Robust maximum principle for multi-model LQ-problem

DOI10.1080/00207170210156260MaRDI QIDQ4800364zbMATH OpenOpenAlexFDO

Authors T. E. Duncan, Alexander S. Poznyak, B. Pasik-Duncan, V. G. Boltyanski

Publication date 9 September 2003

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207170210156260

zbMATH Keywords

minimax Bolza problemminimax linear-quadratic controlminimax Mayer problemrobust maximum principle

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Linear-quadratic optimal control problems (49N10) Minimax problems in mathematical programming (90C47)

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Cites work

• A Game Theoretic Approach to $\mathcal{H}^\infty $ Control for Time-Varying Systems
• scientific article; zbMATH DE number 3388090 (Why is no real title available?)
• Parameter space methods for robust control design: a guided tour
• Robust maximum principle in minimax control
• State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems

Cited in

(21)

• The dynamic programming approach to multi-model robust optimization
• Robust Nash dynamic game strategy for user cooperation energy efficiency in wireless cellular networks
• Discounted robust control for Markov diffusion processes
• Remark on multi-target, robust linear-quadratic control problem on semi-infinite interval
• Multi-model LQ-constrained - control
• Necessary conditions for robust Stackelberg equilibrium in a multi-model differential game
• Robust ouput LQ optimal control via integral sliding modes
• Multiple models, multiplicative noise and linear quadratic control—algorithmic aspects
• Min-max piecewise constant optimal control for multi-model linear systems
• Robust optimal control for minimax stochastic linear quadratic problem
• Robust stochastic maximum principle for multi-model worst case optimization
• Robust maximum principle in minimax control
• Mini-max incentive strategy for leader-follower games under uncertain dynamics
• Output mini-max control for polynomial systems: analysis and applications
• On the use of stochastic differential games against nature to ergodic control problems with unknown parameters
• Optimization and robustness
• Linear multi‐model time‐optimization
• Decomposition of the min-max multi-model problem via integral sliding mode
• The robust maximum principle. Theory and applications.
• Algebraic active disturbance rejection to control a generalized uncertain second-order flat system
• Robustness of optimal controlled diffusions with near-Brownian noise via rough paths theory

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