@inproceedings{5c42dbcf599c416f90fc56ad288bfcde,
title = "Finite horizon minimax optimal control of nonlinear continuous time systems with stochastic uncertainty",
abstract = "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.",
author = "Ugrinovskii, \{Valery A.\} and Petersen, \{Ian R.\}",
year = "1997",
language = "English",
volume = "3",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "2265--2270",
booktitle = "Proceedings of the IEEE Conference on Decision and Control",
note = "Proceedings of the 1997 36th IEEE Conference on Decision and Control. Part 1 (of 5) ; Conference date: 10-12-1997 Through 12-12-1997",
}