This paper develops a general continuous-time stochastic framework for robustness analysis and robust control synthesis. We consider a stochastic minimax optimization problem for general stochastic uncertain systems. A general method is presented for converting problems of performance analysis or controller synthesis into unconstrained optimization problems
Published in:
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
(Volume:3
)
Date of Conference: 10-12 Dec 1997