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Volumn 44, Issue 4, 2001, Pages 291-308

Robust stability and performance of stochastic uncertain systems on an infinite time interval

Author keywords

Continuous time uncertain systems; Risk sensitive control; Robust stability; Stochastic stability

Indexed keywords

ENTROPY; PROBABILITY DISTRIBUTIONS; RICCATI EQUATIONS; ROBUSTNESS (CONTROL SYSTEMS); SYSTEM STABILITY;

EID: 0035889352     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(01)00149-9     Document Type: Article
Times cited : (16)

References (27)
  • 16
    • 0028493644 scopus 로고
    • The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games
    • (1994) IEEE Trans. Automat. Control , vol.39 , Issue.8 , pp. 1551-1563
    • Runolfsson, T.1
  • 26
    • 0014550587 scopus 로고
    • A Lyapunov criterion for the existence of stationary probability distributions for systems perturbed by noise
    • (1969) SIAM J. Control Optim. , vol.7 , pp. 390-397
    • Zakai, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.