Absolute Stabilization and Minimax Optimal Control of Uncertain Systems with Stochastic Uncertainty

DOI10.1137/S0363012996309964zbMath0938.93064OpenAlexW2067336683MaRDI QIDQ4253025

Valery A. Ugrinovskii, Ian R. Petersen

Publication date: 24 June 1999

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012996309964

zbMATH Keywords

stochastic optimal control adaptive and robust stabilization minimax optimal guaranteed cost controller stochastic integral constraints

Mathematics Subject Classification ID

Popov-type stability of feedback systems (93D10) Adaptive or robust stabilization (93D21) Optimal stochastic control (93E20) Existence of solutions for minimax problems (49J35) Stochastic stability in control theory (93E15)

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