Minimax optimal control of stochastic uncertain systems with relative entropy constraints

IEEE Transactions on Automatic Control

Volumn 45, Issue 3, 2000, Pages 398-412

  Petersen, Ian R ^a,d   James, Matthew R ^b,d   Dupuis, Paul ^c  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^c BROWN UNIVERSITY   (United States)

^d IEEE

Author keywords

[No Author keywords available]

Indexed keywords

LINEAR QUADRATIC GAUSSIAN OPTIMAL CONTROLLER; MINIMAX OPTIMAL CONTROL; NOISE DISTRIBUTION; QUADRATIC CONSTRAINT UNCERTAINTY;

CONSTRAINT THEORY; CONTROL SYSTEM SYNTHESIS; DISCRETE TIME CONTROL SYSTEMS; FEEDBACK CONTROL; KALMAN FILTERING; LINEAR CONTROL SYSTEMS; NONLINEAR CONTROL SYSTEMS; OPTIMAL CONTROL SYSTEMS; PROBLEM SOLVING; RICCATI EQUATIONS; ROBUSTNESS (CONTROL SYSTEMS); STOCHASTIC CONTROL SYSTEMS;

UNCERTAIN SYSTEMS;

EID: 0033722291     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.847720     Document Type: Article

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