Petersen, Ian R.James, M. R.Dupuis, Paul2026-06-272026-06-270-7803-4187-20191-2216ORCID:/0000-0003-4856-9450/work/218729853https://hdl.handle.net/1885/733812150This paper considers a new class of discrete time stochastic uncertain systems in which the uncertainty is described by a constraint on the relative entropy between a nominal noise distribution and the perturbed noise distribution. The paper solves problems of worst case robust performance analysis and output feedback minimax optimal controller synthesis in a general nonlinear setting. Specializing these results to the linear case leads to a minimax LQG optimal controller.This work was supported by the Australian Research Council and in part by the Office of Naval Research (ONR N00014-96-1-0276).6en199710.1109/CDC.1997.6571070031369170