Risk-Sensitive and Robust Escape Criteria

DOI10.1137/S0363012995281626zbMath0889.35014OpenAlexW1968699588MaRDI QIDQ4377417

Paul Dupuis, William M. McEneaney

Publication date: 9 February 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012995281626

zbMATH Keywords

robust controllarge deviationsexit time control

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Nonlinear systems in control theory (93C10) (H^infty)-control (93B36) Optimal stochastic control (93E20) Large deviations (60F10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Model systems in control theory (93C99)

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