Concepedia

Formulas for Discrete Time LQR, LQG, LEQG and Minimax LQG Optimal Control Problems

A. J. Shaiju, Ian R. Petersen

IFAC Proceedings Volumes · 2008 · 36 citations · 2 references

DOI

Concepts

References

2

Risk-sensitive linear/quadratic/gaussian control

Peter Whittle · Advances in Applied Probability · 1981 · 499 citations

, , +13

Minimax optimal control of stochastic uncertain systems with relative entropy constraints

Ian R. Petersen, M. R. James, Paul Dupuis · IEEE Transactions on Automatic Control · 2000 · 314 citations

, , +17