论文信息 - Guaranteed cost solution of optimal control and game problems for uncertain systems

Guaranteed cost solution of optimal control and game problems for uncertain systems

A class of systems having white noise parameter variations is considered. Solutions of the infinite-time quadratic optimal control (LQOC) and differential game (LQDC) problems are considered. It is shown that guaranteed cost solutions of these problems are possible if the effects of parameter uncertainties are first taken into account in a specified manner. The method is illustrated through a numerical example.

A. K. Mahalanabis | A. Mahalanabis | R. Rana | R. Rana

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