Title :
Finite horizon minimax optimal control of nonlinear continuous time systems with stochastic uncertainty
Author :
Ugrinovskii, Valery A. ; Petersen, Ian R.
Author_Institution :
Sch. of Electr. Eng., Australian Defence Force Acad., Canberra, ACT, Australia
Abstract :
This paper develops a general continuous-time stochastic framework for robustness analysis and robust control synthesis. We consider a stochastic minimax optimization problem for general stochastic uncertain systems. A general method is presented for converting problems of performance analysis or controller synthesis into unconstrained optimization problems
Keywords :
continuous time systems; control system analysis; control system synthesis; maximum principle; minimax techniques; nonlinear control systems; robust control; stochastic systems; uncertain systems; controller synthesis; finite horizon minimax optimal control; general continuous-time stochastic framework; general stochastic uncertain systems; nonlinear continuous time systems; performance analysis; robust control synthesis; robustness analysis; stochastic minimax optimization; unconstrained optimization problems; Additive noise; Australia; Continuous time systems; Minimax techniques; Optimal control; Stochastic processes; Stochastic resonance; Stochastic systems; Uncertain systems; Uncertainty;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.657110
