Minimax optimal control of stochastic uncertain systems with relative entropy constraints

Proceedings of the IEEE Conference on Decision and Control

Volumn 3, Issue , 1997, Pages 2248-2253

  Petersen, Ian R ^a   James, M R ^a   Dupuis, Paul ^a  

^a Australian Defence Force Acad

Author keywords

[No Author keywords available]

Indexed keywords

CONSTRAINT THEORY; CONTROL SYSTEM ANALYSIS; CONTROL SYSTEM SYNTHESIS; DISCRETE TIME CONTROL SYSTEMS; FEEDBACK CONTROL; OPTIMAL CONTROL SYSTEMS; PROBLEM SOLVING; ROBUSTNESS (CONTROL SYSTEMS);

LINEAR QUADRATIC GAUSSIAN (LQG) CONTROL; RELATIVE ENTROPY CONSTRAINTS; RISK SENSITIVE CONTROL; STOCHASTIC UNCERTAIN SYSTEMS;

STOCHASTIC CONTROL SYSTEMS;

EID: 0031369170     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (3)