Published 1988 | public
Book Section - Chapter

Relations between H_∞ and risk sensitive controllers

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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.

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Created:
August 22, 2023
Modified:
January 15, 2024