• DocumentCode
    814171
  • Title

    Minimax design for a class of linear quadratic problems with parameter uncertainty

  • Author

    Speyer, Jason L. ; Shaked, Uri

  • Author_Institution
    Weizmann Institute of Science, Rehovot, Israel
  • Volume
    19
  • Issue
    2
  • fYear
    1974
  • fDate
    4/1/1974 12:00:00 AM
  • Firstpage
    158
  • Lastpage
    159
  • Abstract
    It is found for a class of linear-quadratic problems that the parameter strategy for the unknown time-varying bounded parameters are found to be independent of the present state. Since the parameter strategy is only a function of time, the feedback gains of the linear-quadratic problem are still easily calculatable functions of time.
  • Keywords
    Minimax control; Nonlinear systems, continuous-time; Optimal control; Uncertain systems; Cost function; Dynamic programming; Feedback control; Feedback loop; Game theory; Minimax techniques; Open loop systems; Stability; Uncertain systems; Uncertainty;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1974.1100514
  • Filename
    1100514