On the worst-case disturbance of minimax optimal control

被引：0

作者：

Yoon, MG ^{[1
]}

Ugrinovskii, VA ^{[1
]}

Petersen, IR ^{[1
]}

机构：

[1] Univ Coll, Australian Def Force Acad, Sch Elect Engn, Canberra, ACT 2600, Australia

来源：

PROCEEDINGS OF THE 41ST IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4 | 2002年

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We consider a minimax optimal control problem for uncertain stochastic systems. The uncertainty in the underlying stochastic system is formulated in terms of probability measure perturbations satisfying a relative entropy constraint. By characterizing the worst-case measure of a related stochastic minimax game, it is shown that the worst-case uncertain system can be represented in the form of a parametric perturbation of nominal system.

引用

页码：604 / 609

页数：6

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