Randomized algorithms in robust control
Giuseppe C. Calafiore, Fabrizio Dabbene, Roberto Tempo · 2004
The probabilistic approach to analysis and design of robust control systems is an emerging philosophy that gained increasing interest in the past. Opposed to the so-far dominating paradigm of deterministic worst-case robustness, the probabilistic approach presents itself as a natural tool to deal with the random character of uncertainties affecting control systems. In this paper, we discuss randomized algorithms for probabilistic robustness, with particular attention to recently developed methodologies for controller synthesis.