Finite horizon minimax optimal control of stochastic partially observed time varying uncertain systems

DOI10.1007/PL00009843zbMath0929.93038OpenAlexW2178973532MaRDI QIDQ1293695

Ian R. Petersen, Valery A. Ugrinovskii

Publication date: 10 January 2000

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/pl00009843

zbMATH Keywords

robust controlintegral quadratic constraintminimax optimal controlgame\(S\)-procedurerisk-sensitive control problemstochastic uncertain control systems

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Observability (93B07) Optimal stochastic control (93E20) Model systems in control theory (93C99)

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