Relations between maximum-entropy/\(H_{\infty}\) control and combined \(H_{\infty}/LQG\) control

DOI10.1016/0167-6911(89)90050-9zbMath0673.93090OpenAlexW2067692557MaRDI QIDQ1121238

Denis Mustafa

Publication date: 1989

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(89)90050-9

zbMATH Keywords

algebraic Riccati equationsmaximum-entropy\(H_{\infty }\)-controlauxiliary costLQG-control

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Matrix equations and identities (15A24) Optimal stochastic control (93E20) Banach algebras of differentiable or analytic functions, (H^p)-spaces (46J15) Measures of information, entropy (94A17)

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Cites Work

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• Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index
• On Hermitian Solutions of the Symmetric Algebraic Riccati Equation
• Risk-sensitive linear/quadratic/gaussian control
• Derivation of the maximum entropyH_∞-controller and a state-space formula for its entropy