Finite horizon minimax optimal control of stochastic partially observed time varying uncertain systems
type: Item
instance of: scholarly article
title: Finite horizon minimax optimal control of stochastic partially observed time varying uncertain systems
zbMATH Open document ID: 0929.93038
DOI: 10.1007/PL00009843
author: Ian R. Petersen
author: Valery Ugrinovskii
published in: MCSS. Mathematics of Control, Signals, and Systems
publication date: 2000-01-10T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93B07
Mathematics Subject Classification ID: 93B35
Mathematics Subject Classification ID: 93C99
zbMATH DE Number: 1310091
zbMATH Keywords: robust control
zbMATH Keywords: risk-sensitive control problem
zbMATH Keywords: game
zbMATH Keywords: minimax optimal control
zbMATH Keywords: stochastic uncertain control systems
zbMATH Keywords: integral quadratic constraint
zbMATH Keywords: \(S\)-procedure
MaRDI profile type: Publication
full work available at URL: pl00009843
OpenAlex ID: W2178973532
description: scientific article; zbMATH DE number 1310091