Optimal stochastic control for performance- and stability-robustness

DOI10.1109/9.277241zbMath0785.93094OpenAlexW2135555159MaRDI QIDQ3140197

Engin Yaz

Publication date: 6 December 1993

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.277241

zbMATH Keywords

Riccati equationsLQ regulators

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Optimal stochastic control (93E20)

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