Robust maximum principle for multi-model LQ-problem

DOI10.1080/00207170210156260zbMath1018.49023OpenAlexW2086199112MaRDI QIDQ4800364

Tyrone E. Duncan, Alexander S. Poznyak, Bozenna Pasik-Duncan, Vladimir G. Boltyanski

Publication date: 9 September 2003

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170210156260

zbMATH Keywords

robust maximum principleminimax Bolza problemminimax linear-quadratic controlminimax Mayer problem

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (9)

Optimization and robustness ⋮ Robust Nash dynamic game strategy for user cooperation energy efficiency in wireless cellular networks ⋮ Output mini-max control for polynomial systems: analysis and applications ⋮ Multi-model LQ-constrained min-max control ⋮ The dynamic programming approach to multi-model robust optimization ⋮ Necessary conditions for robust Stackelberg equilibrium in a multi-model differential game ⋮ Discounted robust control for Markov diffusion processes ⋮ On the use of stochastic differential games against nature to ergodic control problems with unknown parameters ⋮ Mini-max incentive strategy for leader–follower games under uncertain dynamics

Cites Work

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• State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• A Game Theoretic Approach to $\mathcal{H}^\infty $ Control for Time-Varying Systems
• Parameter space methods for robust control design: a guided tour
• Robust maximum principle in minimax control

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