Guaranteed robustness properties of multivariable nonlinear stochastic optimal regulators

DOI10.1109/TAC.1984.1103643zbMath0544.93079OpenAlexW2135580691MaRDI QIDQ3335664

Michael Athans, John N. Tsitsiklis

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1109/tac.1984.1103643

zbMATH Keywords

Lyapunov functionclosed-loop stabilityHamilton- Jacobi-Bellman equationinfinite horizon optimal regulation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stabilization of systems by feedback (93D15) Nonlinear systems in control theory (93C10) Multivariable systems, multidimensional control systems (93C35) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Dynamic programming (90C39) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

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