Published 1988
| public
Book Section - Chapter
Relations between H_∞ and risk sensitive controllers
- Creators
- Glover, Keith
-
Doyle, John C.
- Others:
- Bensoussan, A.
- Lions, J. L.
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.
Additional Information
© Springer-Verlag 1988.Additional details
- Alternative title
- Relations between H∞ and risk sensitive controllers
- Eprint ID
- 105681
- Resolver ID
- CaltechAUTHORS:20200930-113054991
- Created
-
2020-09-30Created from EPrint's datestamp field
- Updated
-
2021-11-16Created from EPrint's last_modified field
- Series Name
- Lecture Notes in Control and Information Sciences
- Series Volume or Issue Number
- 111