Finite horizon minimax optimal control of nonlinear continuous time systems with stochastic uncertainty

Dynamics and Control

Volumn 10, Issue 1, 2000, Pages 63-86

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

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEM SYNTHESIS; DYNAMIC PROGRAMMING; DYNAMICS; OPTIMAL CONTROL SYSTEMS; RANDOM PROCESSES; ROBUSTNESS (CONTROL SYSTEMS); SPURIOUS SIGNAL NOISE; UNCERTAIN SYSTEMS;

FINITE HORIZON MINIMAX OPTIMAL CONTROL; MINIMAX STOCHASTIC OPTIMIZATION; NONLINEAR CONTINUOUS TIME SYSTEM; STOCHASTIC UNCERTAINTY;

NONLINEAR CONTROL SYSTEMS;

EID: 0033714768     PISSN: 09254668     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008348029697     Document Type: Article

References (14)

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