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On the worst-case disturbance of minimax optimal control

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dc.contributor.authorYoon, Myung Gonen
dc.contributor.authorUgrinovskii, Valery A.en
dc.contributor.authorPetersen, Ian R.en
dc.date.accessioned2026-07-03T21:42:24Z
dc.date.available2026-07-03T21:42:24Z
dc.date.issued2002en
dc.description.abstractWe consider a minimax optimal control problem for uncertain stochastic systems. The uncertainty in the underlying stochastic system is formulated in terms of probability measure perturbations satisfying a relative entropy constraint. By characterizing the worst-case measure of a related stochastic minimax game, it is shown that the worst-case uncertain system can be represented in the form of a parametric perturbation of nominal system.en
dc.description.sponsorshipThis work was supported by The Australian Research Council. This paper was not presented at any IFAC meeting. This paper was recommended for publication in revised form by Associate Editor Kenko Uchida under the direction of Editor T. Basar.en
dc.description.statusPeer-revieweden
dc.format.extent6en
dc.identifier.issn0191-2216en
dc.identifier.otherORCID:/0000-0003-4856-9450/work/219177581en
dc.identifier.scopus0036993472en
dc.identifier.urihttps://hdl.handle.net/1885/733812421
dc.language.isoenen
dc.relation.ispartofseries41st IEEE Conference on Decision and Controlen
dc.sourceProceedings of the IEEE Conference on Decision and Controlen
dc.titleOn the worst-case disturbance of minimax optimal controlen
dc.typeConference paperen
dspace.entity.typePublicationen
local.bibliographicCitation.lastpage609en
local.bibliographicCitation.startpage604en
local.contributor.affiliationYoon, Myung Gon; University of New South Walesen
local.contributor.affiliationUgrinovskii, Valery A.; University of New South Walesen
local.contributor.affiliationPetersen, Ian R.; University of New South Walesen
local.identifier.citationvolume1en
local.identifier.purec3f5b254-1b53-4177-8c9a-a39fa1a3afdfen
local.identifier.urlhttps://www.scopus.com/pages/publications/0036993472en
local.type.statusPublisheden

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