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Titlebook: Analysis and Optimization of Systems; A. Bensoussan,J. L. Lions Conference proceedings 1988 Springer-Verlag Berlin Heidelberg 1988 Trend.a

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,Relations between H∞ and risk sensitive controllers,ion 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.
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Calculation of maximal stability domains using an optimality property of kharitonov polynomials,establish an optimality property of Kharitonov polynomials [1], namely that the closest point to instability over a stable box lies at one of the Kharitonov vertices. This property naturally leads to the algorithm.
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Sheshadri Chatterjee,Ranjan Chaudhuriion 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.
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Evgeny Zaramenskikh,Alexander Oleynikestablish an optimality property of Kharitonov polynomials [1], namely that the closest point to instability over a stable box lies at one of the Kharitonov vertices. This property naturally leads to the algorithm.
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Design Patterns for Digital Platformstate quadratic form of the cost functional, and the optimal solution is given as a state feedback form which requires a solution of the correspondingly generalized Riccati partial differential equation. It is shown first that the optimal closed-loop system satisfies the circle condition. Second it i
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Mikhail Dorrer,Alexandra Dorrer and outside of the circle or in the left and the right complex half-plane. Realizability criterions of these algorithms as well as evaluates of the convergence speed are expressed in terms of dichotomy parameter which garantees the absence of the spectrum points on the boundary realizing its partit
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