Robust optimal control for minimax stochastic linear quadratic problem
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Cites work
- scientific article; zbMATH DE number 3505708 (Why is no real title available?)
- scientific article; zbMATH DE number 3078219 (Why is no real title available?)
- Absolute Stabilization and Minimax Optimal Control of Uncertain Systems with Stochastic Uncertainty
- Adaptive continuous-time linear quadratic Gaussian control
- An Introductory Approach to Duality in Optimal Stochastic Control
- Embedding adaptive JLQG into LQ martingale control with a completely observable stochastic control matrix
- Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
- On Optimal Control of Linear Stochastic Equations with a Linear-Quadratic Criterion
- On the Solutions of a Stochastic Control System
- Robust maximum principle in minimax control
- Robust output feedback control for linear stochastic systems in continuous time with time-varying parameters
- Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work
- The second order minimum principle and adjoint process
Cited in
(13)- scientific article; zbMATH DE number 1067312 (Why is no real title available?)
- Optimal robust linear-quadratic stabilization
- Discounted robust control for Markov diffusion processes
- scientific article; zbMATH DE number 2015383 (Why is no real title available?)
- Robust stochastic maximum principle: complete proof and discussions
- Minimax LQG Control of Stochastic Partially Observed Uncertain Systems
- Min-max robust control in LQ-differential games
- Robust Control of Stochastic Structures Using Minimum Norm Quadratic Partial Eigenvalue Assignment Technique
- Minimax optimal control of linear system with input-dependent uncertainty
- On the use of stochastic differential games against nature to ergodic control problems with unknown parameters
- Optimization and robustness
- Minimax control of a process in a linear uncertain-stochastic system with incomplete data
- Robust maximum principle for multi-model LQ-problem
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