Displaying similar documents to “Minimax control of a stochastic system with disturbances belonging to the exponential family”

Discrete feedback stabilization of semilinear control systems

Lars Grnüe (2010)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

For continuous time semilinear control systems with constrained control values stabilizing discrete feedback controls are discussed. It is shown that under an accessibility condition exponential discrete feedback stabilizability is equivalent to open loop exponential asymptotic null controllability. A numerical algorithm for the computation of discrete feedback controls is presented and a numerical example is discussed.

Exponential stabilization of nonlinear driftless systems with robustness to unmodeled dynamics

Pascal Morin, Claude Samson (2010)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

Exponential stabilization of nonlinear driftless affine control systems is addressed with the concern of achieving robustness with respect to imperfect knowledge of the system's control vector fields. In order to satisfy this robustness requirement, and inspired by Bennani and Rouchon [1] where the same issue was first addressed, we consider a control strategy which consists in applying periodically updated open-loop controls that are continuous with respect to state initial conditions....

Robust Control of Linear Stochastic Systems with Fully Observable State

Alexander Poznyak, M. Taksar (1996)

Applicationes Mathematicae

Similarity:

We consider a multidimensional linear system with additive inputs (control) and Brownian noise. There is a cost associated with each control. The aim is to minimize the cost. However, we work with the model in which the parameters of the system may change in time and in addition the exact form of these parameters is not known, only intervals within which they vary are given. In the situation where minimization of a functional over the class of admissible controls makes no sense since...

A Separation Theorem for Expected Value and Feared Value Discrete Time Control

Pierre Bernhard (2010)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We show how the use of a parallel between the ordinary (+, X) and the (max, +) algebras, Maslov measures that exploit this parallel, and more specifically their specialization to probabilities and the corresponding cost measures of Quadrat, offer a completely parallel treatment of stochastic and minimax control of disturbed nonlinear discrete time systems with partial information. This paper is based upon, and improves, the discrete time part of the earlier paper [9]. ...