We define the property of dissipativity for controlled Ito diffusions. We investigate elementary properties, and we demonstrate that the framework is useful for control problems in which both probabilistic and worst-case representations of dynamic uncertainty are present. As an example we discuss a problem involving robust ℋ2 performance in presence of two types of dynamic uncertainty: ℋ∞ bounded perturbations, and disturbances with finite signal-to-noise ratio in the sense of Skelton.
|Title of host publication||Proceedings of the American Control Conference, 1999|
|Publication status||Published - 1999|
|Event||American Control Conference 1999 - San Diego, CA, United States|
Duration: 2 Jun 1999 → 4 Jun 1999
|Conference||American Control Conference 1999|
|City||San Diego, CA|
|Period||02/06/1999 → 04/06/1999|