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Relations between H_∞ and risk sensitive controllers

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.

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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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Doyle, John C.0000-0002-1828-2486
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
Record Number:CaltechAUTHORS:20200930-113054991
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Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:105681
Deposited By: George Porter
Deposited On:30 Sep 2020 20:00
Last Modified:16 Nov 2021 18:45

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