Robust stabilization via Hit-and-Run techniques

B. T. Polyak, E. N. Gryazina

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

3 Citations (Scopus)


In previous works the authors proposed to use Hit-and-Run versions of Markov-chain Monte-Carlo algorithms for various problems of control and optimization. In this paper we focus on robust stabilization applications of the method. The crucial notion for this algorithm is a Boundary Oracle (BO), and we start with constructing BO for robustness problems, including robust stability of polynomials and robust LMIs. Numerical results for various control applications are presented. In particular, we consider a problem arising in control of helicopters. Simulations confirm that the randomized approach can be an effective tool for solving robust stability and robust stabilization problems.

Original languageEnglish
Title of host publication2009 IEEE International Conference on Control Applications, CCA '09
Number of pages5
Publication statusPublished - 2009
Externally publishedYes
Event2009 IEEE International Conference on Control Applications, CCA '09 - Saint Petersburg, Russian Federation
Duration: 8 Jul 200910 Jul 2009

Publication series

NameProceedings of the IEEE International Conference on Control Applications


Conference2009 IEEE International Conference on Control Applications, CCA '09
Country/TerritoryRussian Federation
CitySaint Petersburg


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