We propose a finite-horizon robust minimax tracking controller design method for time-varying continuous time stochastic uncertain systems. The uncertainty in the system is characterized by a set of probability measures under which stochastic noises, driving the system, are defined. A minimax optimal tracking controller is derived from the solution of a risk-sensitive linear quadratic Gaussian control problem. Also a numerical example is presented to illustrate the characteristics of proposed tracking controller
This paper clarifies the relationship between risksensitive and robust control. This topic has recei...
A new stochastic method and algorithm are presented to solve optimal control problems under uncertai...
A classical robust control problem based on randomized algorithms assumes a probability distribution...
We propose a finite-horizon robust minimax tracking controller design method for time-varying contin...
Abstract. This paper develops a general continuous-time stochastic framework for robustness analysis...
We consider an infinite-horizon minimax\ud optimal control problem for stochastic uncertain systems...
We consider an infinite-horizon minimax optimal control\ud problem for stochastic uncertain systems ...
Abstract—This paper examines stochastic optimal control problems in which the state is perfectly kno...
Abstract: A minimax stochastic optimal control strategy for bounded-uncertain stochastic systems is ...
The problem of finite-horizon H∞ tracking for linear time-varying systems with stochastic parameter ...
In this paper we consider robust and risk sensitive control of discrete time finite state systems on...
This thesis investigates several topics involving robust control of stochastic nonlinear systems. Fi...
This Thesis is a fundamental investigation of minimax approaches to robust control. The minimax game...
Abstract. This paper is concerned with existence and optimality properties of so-called guar-anteed ...
Abstract—In this paper, we consider an optimal control problem for a linear discrete time system wit...
This paper clarifies the relationship between risksensitive and robust control. This topic has recei...
A new stochastic method and algorithm are presented to solve optimal control problems under uncertai...
A classical robust control problem based on randomized algorithms assumes a probability distribution...
We propose a finite-horizon robust minimax tracking controller design method for time-varying contin...
Abstract. This paper develops a general continuous-time stochastic framework for robustness analysis...
We consider an infinite-horizon minimax\ud optimal control problem for stochastic uncertain systems...
We consider an infinite-horizon minimax optimal control\ud problem for stochastic uncertain systems ...
Abstract—This paper examines stochastic optimal control problems in which the state is perfectly kno...
Abstract: A minimax stochastic optimal control strategy for bounded-uncertain stochastic systems is ...
The problem of finite-horizon H∞ tracking for linear time-varying systems with stochastic parameter ...
In this paper we consider robust and risk sensitive control of discrete time finite state systems on...
This thesis investigates several topics involving robust control of stochastic nonlinear systems. Fi...
This Thesis is a fundamental investigation of minimax approaches to robust control. The minimax game...
Abstract. This paper is concerned with existence and optimality properties of so-called guar-anteed ...
Abstract—In this paper, we consider an optimal control problem for a linear discrete time system wit...
This paper clarifies the relationship between risksensitive and robust control. This topic has recei...
A new stochastic method and algorithm are presented to solve optimal control problems under uncertai...
A classical robust control problem based on randomized algorithms assumes a probability distribution...
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