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International Journal of Control Volume 75, 2002 - Issue 14
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Original Articles

Robust optimal control for minimax stochastic linear quadratic problem

A. S. Poznyak
,
T. E. Duncan
,
B. Pasik-Duncan
&
V. G. Boltyansky
Pages 1054-1065 | Published online: 08 Nov 2010

Citations (10)

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Read on this site (2)

Héctor Jasso-Fuentes & José Daniel López-Barrientos. (2015) On the use of stochastic differential games against nature to ergodic control problems with unknown parameters. International Journal of Control 88:5, pages 897-909.
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V. Boltyanski. (2005) Optimization and robustness. Optimization 54:4-5, pages 369-376.
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Articles from other publishers (8)

Somnath Pradhan & Serdar Yüksel. (2023) Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria. Mathematics of Operations Research.
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Joao B. R. do Val & Rafael F. Souto. (2017) Modeling and Control of Stochastic Systems With Poorly Known Dynamics. IEEE Transactions on Automatic Control 62:9, pages 4467-4482.
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José Daniel López-Barrientos, Héctor Jasso-Fuentes & Beatris Adriana Escobedo-Trujillo. (2014) Discounted robust control for Markov diffusion processes. TOP 23:1, pages 53-76.
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R. C. Hu, Z. G. Ying & W. Q. Zhu. (2013) Stochastic minimax optimal control strategy for uncertain quasi-Hamiltonian systems using stochastic maximum principle. Structural and Multidisciplinary Optimization 49:1, pages 69-80.
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. 2009. Advanced Mathematical Tools for Automatic Control Engineers: Stochastic Techniques. Advanced Mathematical Tools for Automatic Control Engineers: Stochastic Techniques 529 533 .
Alexander Poznyak, Francisco Javier Bejarano & Leonid Fridman. (2007) Numerical method for weights adjustment in minimax multi‐model LQ‐control. Optimal Control Applications and Methods 28:4, pages 289-300.
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Alex S. Poznyak. 2006. Stochastic Theory and Control. Stochastic Theory and Control 385 397 .
V. Boltyanski. (2004) Tent Method, optimization and robustness. Optimal Control Applications and Methods 25:4, pages 181-210.
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