A novel risk-sensitive (RS) control law is proposed for linear systems with stochastic system
parameters. RS control laws are efficient means of handling risk in various failures in control …

This paper presents weighted stochastic Riccati (WSR) equations for designing multiple
types of controllers for linear stochastic systems. The system matrices are independent and …

This study presents the design of feedback controllers for generalized cost functions to deal
with stochastic optimal control problems. Target linear systems contain time-invariant …

This paper proposes a novel optimal control law to improve control performance in an
average sense and to guarantee robust stability for discrete-time linear systems with time …

This paper presents a new paradigm to stabilize uncertain stochastic linear systems. Herein,
second moment polytopic (SMP) systems are proposed that generalize systems with both …

This paper presents a design method for a suboptimal feedback controller to minimize the
expectation of a cost function for uncertain nonlinear systems. The uncertainty is described …

A control design procedure for disturbance rejection, when the disturbance model is
uncertain, is proposed. We use the probabilistic information about the process disturbance …

Engineering sciences deal with the problem of optimal design in the face of uncertainty. In
particular, control engineering is concerned about designing policies/laws/algorithms that …