Guaranteed cost solution of optimal control and game problems for uncertain systems

DOI10.1002/oca.4660010405zbMath0454.49010OpenAlexW2119679841MaRDI QIDQ3902071

R. Rana, A. K. Mahalanabis

Publication date: 1980

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.4660010405

zbMATH Keywords

uncertain systemslinear-quadratic optimal controllinear-quadratic differential gamesplant parameter uncertainties

Mathematics Subject Classification ID

Game theory (91A99) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (2)

On discrete-time Riccati-like matrix difference equations with random coefficients ⋮ Worst-case relative cost optimal control for dynamic systems with finite admissible disturbance sequence sets

Cites Work

• Linear optimal stochastic control using instantaneous output feedback‡

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