Minimax LQG control of stochastic partially observed uncertain systems

SIAM Journal on Control and Optimization

Volumn 40, Issue 4, 2002, Pages 1189-1226

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

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

LQG control; Robust control; Stochastic control; Stochastic dynamic games; Stochastic risk sensitive control

Indexed keywords

CONSTRAINT THEORY; CONTROL SYSTEM SYNTHESIS; GAME THEORY; LINEAR CONTROL SYSTEMS; MATRIX ALGEBRA; OBSERVABILITY; OPTIMIZATION; PARAMETER ESTIMATION; RICCATI EQUATIONS; ROBUSTNESS (CONTROL SYSTEMS); STOCHASTIC CONTROL SYSTEMS; UNCERTAIN SYSTEMS;

ENTROPY CONSTRAINT; LINEAR QUADRATIC MINIMAX OPTIMAL CONTROL; RISK SENSITIVE CONTROL; STOCHASTIC DYNAMIC GAMES;

OPTIMAL CONTROL SYSTEMS;

EID: 0036334528     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012998349352     Document Type: Article

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