Minimax optimal control of stochastic uncertain systems with relative entropy constraints (Q4507070)
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scientific article; zbMATH DE number 1518581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax optimal control of stochastic uncertain systems with relative entropy constraints |
scientific article; zbMATH DE number 1518581 |
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Minimax optimal control of stochastic uncertain systems with relative entropy constraints (English)
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17 October 2000
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\(H^\infty\) control
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output feedback
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robustness
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stochastic optimal control
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discrete-time uncertain systems
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minimax linear quadratic Gaussian controller
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relative entropy
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worst-case robust performance
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risk-sensitive control problem
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