Robust Control of Jump Parameter Systems Governed by Uncertain Chains

Ford, Jason J. & Ugrinovskii, Valery A. (2005) Robust Control of Jump Parameter Systems Governed by Uncertain Chains. In IEEE Conference on Decision and Control, December 2005, Seville, Spain.


We consider an infinite-horizon minimax optimal control problem for stochastic uncertain systems governed by a discrete-state continuous-time chain. The chain and system dynamics are subject to uncertain disturbances. Using the large deviations theory we construct a robust stabilizing suboptimal guaranteed-performance controller. Conditions are presented under which this controller is optimal. We then present a numeric algorithm for calculating a robust (sub)optimal controller using a Markov chain approximation technique.

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ID Code: 5353
Item Type: Conference Paper
Refereed: No
Additional URLs:
Keywords: Robust control, Markov chains, Large deviations theory, Risk, sensitive control, Minimax optimal control
ISBN: 0780395670
Subjects: Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > APPLIED MATHEMATICS (010200) > Calculus of Variations Systems Theory and Control Theory (010203)
Divisions: Past > QUT Faculties & Divisions > Faculty of Built Environment and Engineering
Copyright Owner: Copyright 2005 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: 26 Oct 2006 00:00
Last Modified: 09 Jun 2010 12:35

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