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View article: Optimal Stochastic H∞ Controller Synthesis via LQR Theory
Optimal Stochastic H∞ Controller Synthesis via LQR Theory Open
Existing published works on H∞ and mixed H∞/H2 control generally solve the problem via game theory and saddle-point solutions. We provide an alternative solution via the stochastic LQR approach. Specifically, we consider the problem of H∞ …