Minimax control of a process in a linear uncertain-stochastic system with incomplete data

DOI10.1134/S0005117907110124zbMath1146.93044MaRDI QIDQ927595

G. B. Miller, Alexei R. Pankov

Publication date: 9 June 2008

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

existence of saddle pointsintegral root-mean-square performance criterionlinear stochastic differential system

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Duality theory (optimization) (49N15)

Related Items (1)

The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems

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