Performance-first control for discrete-time LQG is considered in this paper to minimize the probability that the performance index exceeds a preselected threshold via constructing a closed-loop feedback control law. This problem can be converted into a mean-variance control problem which can be solved by developing a nested form of the variance and using polynomial optimization as a solution scheme.
No takes yet. Share an insight, caveat, or question.
Li et al. (2009) studied this question.
Synapse has enriched 2 closely related papers on similar clinical questions. Consider them for comparative context: