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Robust Stochastic Stabilization andH∞Control for

✍ Scribed by Jiqing Qiu; Haikuo He; Peng Shi


Publisher
Springer
Year
2010
Tongue
English
Weight
414 KB
Volume
30
Category
Article
ISSN
0278-081X

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📜 SIMILAR VOLUMES


A robustness result for stochastic contr
✍ Gino Favero; Wolfgang J. Runggaldier 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 123 KB

The solution of a stochastic control problem depends on the underlying model. The actual real world model may not be known precisely and so one solves the problem for a hypothetical model, that is in general di erent but close to the real one; the optimal (or nearly optimal) control of the hypotheti