Finite horizon minimax optimal control of nonlinear continuous time systems with stochastic uncertainty

DOI10.1023/A:1008348029697zbMath0964.93087OpenAlexW3160989496MaRDI QIDQ1577519

Valery A. Ugrinovskii, Ian R. Petersen

Publication date: 8 July 2001

Published in: Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008348029697

zbMATH Keywords

unconstrained optimizationrobustness analysiscontrol synthesisstochastic dynamic programmingparametric uncertaintystochastic uncertaintystochastic constraintsstochastic minimax optimization

Mathematics Subject Classification ID

Stochastic programming (90C15) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20) Synthesis problems (93B50)

Related Items (3)

A minimax optimal control strategy for uncertain quasi-Hamiltonian systems ⋮ Stochastic minimax control for stabilizing uncertain quasi-integrable Hamiltonian systems ⋮ Risk-sensitivity conditions for stochastic uncertain model validation

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