Some problems of robust control of a stochastic object

Studies are made of a problem of constructing a robust system according to an averaged performance criterion of a stochastic control system. Cases of the parametric and the structural uncertainty are considered. The relation of the notion of the stochastic robustness to the classical definition of deterministic systems is shown. A comparative analysis of the suggested method of developing a robust system and some other approaches is carried out.

Presented by the member of Editorial Board: V. A. Lototskii