Finite horizon minimax optimal control of stochastic partially observed time varying uncertain systems

Mathematics of Control, Signals, and Systems

Volumn 12, Issue 1, 1999, Pages 1-23

  Ugrinovskii, Valery A ^a   Petersen, Ian R ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

CONSTRAINT THEORY; INTEGRAL EQUATIONS; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; RICCATI EQUATIONS; ROBUSTNESS (CONTROL SYSTEMS); TIME VARYING SYSTEMS; UNCERTAIN SYSTEMS;

INTEGRAL QUADRATIC CONSTRAINT; LINEAR QUADRATIC PROBLEM; RISK SENSITIVE CONTROL;

STOCHASTIC CONTROL SYSTEMS;

EID: 0032668384     PISSN: 09324194     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00009843     Document Type: Article

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