Ugrinovskii, Valery A.Petersen, Ian R.2026-07-032026-07-030191-2216ORCID:/0000-0003-4856-9450/work/219177547https://hdl.handle.net/1885/733812587We consider a problem of infinite horizon LQG control for discrete-time stochastic uncertain systems with output measurement. It is shown that for a broad class of uncertain systems under consideration, a controller constructed in terms of the solution to a specially parameterized risk-sensitive stochastic control problem absolutely stabilizes the stochastic uncertain system.This work was supported by The Australian Research Council and The Defence Science and Technology Organization. This paper was not presented at any IFAC meeting.6en19990033332553