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Relations between H∞ and risk sensitive controllers

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Analysis and Optimization of Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 111))

Abstract

The motivation for designing controllers to satisfy H∞-norm bounds on specified closed-loop transfer functions is briefly discussed. The characterization of all such controllers is then described and it is shown that the controller that maximizes a corresponding entropy integral is in fact the steady state risk sensitive optimal controller. This gives a direct relation between robust and stochastic control.

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Author information

Authors and Affiliations

  1. Department of Engineering, University of Cambridge, Trumpington Street, CB2 1PZ, Cambridge, U.K.

    Keith Glover

  2. Department of Electrical Engineering, California Institute of Technology, 91125, Pasadena, CA, USA

    John C. Doyle

Authors
  1. Keith Glover
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  2. John C. Doyle
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Editor information

A. Bensoussan J. L. Lions

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© 1988 Springer-Verlag

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Glover, K., Doyle, J.C. (1988). Relations between H∞ and risk sensitive controllers. In: Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences, vol 111. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0042196

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  • DOI: https://doi.org/10.1007/BFb0042196

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-19237-4

  • Online ISBN: 978-3-540-39161-6

  • eBook Packages: Springer Book Archive

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