Robust Control of Nonlinear Jump Parameter Systems Governed by Uncertain Chains
We consider an infinite-horizon minimax optimal control problem for stochastic uncertain systems governed by a discrete-state uncertain continuous-time chain. Using existing risk-sensitive control results, a robust suboptimal absolutely stabilizing guaranteed cost controller is constructed. Conditions are presented under which this suboptimal controller is minimax optimal. We then present a numeric algorithm for calculating a robust
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|Item Type:||Journal Article|
|Keywords:||Markov chain approximations, Markov jump parameter systems, robust control, stochastic control|
|Subjects:||Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > APPLIED MATHEMATICS (010200) > Calculus of Variations Systems Theory and Control Theory (010203)|
|Divisions:||Current > Research Centres > Australian Research Centre for Aerospace Automation|
Past > QUT Faculties & Divisions > Faculty of Built Environment and Engineering
|Copyright Owner:||Copyright 2008 IEEE|
|Copyright Statement:||Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.|
|Deposited On:||10 Sep 2008|
|Last Modified:||29 Feb 2012 23:41|
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