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Ugrinovskii, Valery A.

Robust controllability of linear stochastic uncertain systems. (English) Zbl 1098.93006

Automatica 41, No. 5, 807-813 (2005).
Summary: The paper extends the concept of robust controllability via linear state feedback to stochastic uncertain systems. We show that the controllability of a stochastic uncertain system can be characterized using solutions to a game-type differential Riccati equation.

Cited in 4 Documents

MSC:

93B05 Controllability
93B35 Sensitivity (robustness)
93C41 Control/observation systems with incomplete information
93E03 Stochastic systems in control theory (general)

Keywords:

Stochastic systems; Uncertain systems; Controllability; Relative entropy; Risk-sensitive control
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\textit{V. A. Ugrinovskii}, Automatica 41, No. 5, 807--813 (2005; Zbl 1098.93006)
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References:

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