Stochastic feedback and its relation to the entropy criterion

DOI10.1016/J.AUTOMATICA.2011.01.038zbMath1219.93041OpenAlexW2057318795MaRDI QIDQ716151

Soo Hee Han

Publication date: 19 April 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.01.038

zbMATH Keywords

stochastic feedbackentropy criterionminimum entropy control

Mathematics Subject Classification ID

Feedback control (93B52) Stochastic systems in control theory (general) (93E03)

Uses Software

• QDES

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
• Risk-sensitive linear/quadratic/gaussian control
• Derivation of the maximum entropyH_∞-controller and a state-space formula for its entropy

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