Stochastic Uncertain Systems Subject to Relative Entropy Constraints: Induced Norms and Monotonicity Properties of Minimax Games

DOI10.1109/TAC.2007.894517zbMath1366.93618OpenAlexW1999918998MaRDI QIDQ5282085

Farzad Rezaei, Charalambos D. Charalambous

Publication date: 27 July 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2007.894517

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Stochastic systems in control theory (general) (93E03)

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