Robust risk-sensitive control

Hua, HC; Gashi, B; Zhang, MY

Hua, HC (通讯作者),Hohai Univ, Coll Energy & Elect Engn, Nanjing, Peoples R China.

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2023; 33 (10): 5484

Abstract

We introduce a risk-sensitive generalization of the mixed H-2/H-infinity control problem for linear stochastic systems with additive noise. Two criter......

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