Dissipativity and risk-sensitivity in control problems (Q650071): Difference between revisions

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Language	Label	Description	Also known as
English	Dissipativity and risk-sensitivity in control problems	scientific article

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scholarly article

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Dissipativity and risk-sensitivity in control problems (English)

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zbMATH Open document ID

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10.1134/S0005117911100183

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Automation and Remote Control

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publication date

25 November 2011

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI profile type

MaRDI publication profile

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Dissipativity of diffusion Itô processes with Markovain switching and problems of robust stabilization

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Exponential dissipativeness of the random-structure diffusion processes and problems of robust stabilization

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Passivity and passification of nonlinear systems

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Risk-sensitive adaptive trackers for strict-feedback systems with output measurements

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\(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.

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Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index

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Passivity, feedback equivalence, and the global stabilization of minimum phase nonlinear systems

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Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions

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Risk-Sensitive Control of Finite State Machines on an Infinite Horizon I

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Risk-Sensitive Control of Finite State Machines on an Infinite Horizon II

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The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems

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Risk-Sensitive Control on an Infinite Time Horizon

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Risk-Sensitive Production Planning of a Stochastic Manufacturing System

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A Passive System Approach to Feedback Stabilization of Nonlinear Control Stochastic Systems

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State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity

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Risk sensitive control of Markov processes in countable state space

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Risk-Sensitive Markov Decision Processes

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Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games

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Partially Observed Differential Games, Infinite-Dimensional Hamilton–Jacobi–Isaacs Equations, and Nonlinear $H_\infty $ Control

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Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games

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Static team problems--Part I: Sufficient conditions and the exponential cost criterion

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Adaptive motion control of rigid robots: A tutorial

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Backstepping Controller Design for Nonlinear Stochastic Systems Under a Risk-Sensitive Cost Criterion

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The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games

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Risk-sensitive control of stochastic hybrid systems on infinite time horizon

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Passivity-based control of nonlinear chemical processes

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Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria

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An adaptive terminal guidance scheme based on an exponential cost criterion with application to homing missile guidance

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Economic policy rules for risk-sensitive decision making

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Risk-sensitive linear/quadratic/gaussian control

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A risk-sensitive maximum principle: the case of imperfect state observation

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A risk-sensitive maximum principle

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Dissipative dynamical systems. I: General theory

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Dissipative dynamical systems. II: Linear systems with quadratic supply rates

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State Feedback $H_\infty$ Control for a Class of Nonlinear Stochastic Systems

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full work available at URL

https://doi.org/10.1134/s0005117911100183

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