Glover, Keith and Doyle, John C. (1988) Relations between H_∞ and risk sensitive controllers. In: Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences. No.111. Springer-Verlag , Berlin/Heidelberg, pp. 1-10. ISBN 3540192379. https://resolver.caltech.edu/CaltechAUTHORS:20200930-113054991
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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.
| Item Type: | Book Section | |||||||||
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| Alternate Title: | Relations between H∞ and risk sensitive controllers | |||||||||
| Additional Information: | © Springer-Verlag 1988. | |||||||||
| Subject Keywords: | Stochastic Control; Optimal Controller; Maximum Entropy Principle; Risk Sensitivity; Small Gain Theorem | |||||||||
| Series Name: | Lecture Notes in Control and Information Sciences | |||||||||
| Issue or Number: | 111 | |||||||||
| DOI: | 10.1007/bfb0042196 | |||||||||
| Record Number: | CaltechAUTHORS:20200930-113054991 | |||||||||
| Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20200930-113054991 | |||||||||
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | |||||||||
| ID Code: | 105681 | |||||||||
| Collection: | CaltechAUTHORS | |||||||||
| Deposited By: | George Porter | |||||||||
| Deposited On: | 30 Sep 2020 20:00 | |||||||||
| Last Modified: | 16 Nov 2021 18:45 |
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