Abstract
The results presented in this chapter extend the notions of minimax optimal control and absolute stabilization to the realm of stochastic uncertain systems. Some motivation for this extension was given in the Chapter 1 and in Section 2.4. In particular, in Subsections 2.4.1 and 2.4.2, some examples where given of uncertain systems which led naturally to descriptions in terms of stochastic processes. Also, Section 2.4 introduced definitions of stochastic uncertain system which provided a stochastic uncertain system framework for stochastic systems with multiplicative noise and additive noise. In this chapter, we address minimax optimal control problems for the stochastic uncertain systems introduced in Section 2.4.
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© 2000 Springer-Verlag London
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Petersen, I.R., Ugrinovskii, V.A., Savkin, A.V. (2000). Robust control of stochastic uncertain systems. In: Robust Control Design Using H-∞ Methods. Communications and Control Engineering. Springer, London. https://doi.org/10.1007/978-1-4471-0447-6_8
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DOI: https://doi.org/10.1007/978-1-4471-0447-6_8
Publisher Name: Springer, London
Print ISBN: 978-1-4471-1144-3
Online ISBN: 978-1-4471-0447-6
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