Bounds for a risk-sensitive homing problem

DOI10.1016/J.AUTOMATICA.2024.111575MaRDI QIDQ6546853zbMATH OpenFDO

Authors Cloud Makasu

Publication date 30 May 2024

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AUTOMATICA.2024.111575

zbMATH Keywords

integral inequalitiesrisk-sensitive homing problem

Mathematics Subject Classification ID

Inequalities involving derivatives and differential and integral operators (26D10) Control/observation systems governed by ordinary differential equations (93C15)

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Cites work

• A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
• A homing problem for diffusion processes with control-dependent variance.
• Homing Problems With Control in the Diffusion Coefficient
• scientific article; zbMATH DE number 3889341 (Why is no real title available?)
• scientific article; zbMATH DE number 48691 (Why is no real title available?)
• LQG homing in two dimensions
• On a certain inequality arising in the theory of differential equations
• On some nonlinear integral and discrete inequalitites related to Ou-Iang's inequality
• On the discrete analogues of some generalizations of Gronwall's inequality
• Risk-averse control of a three-dimensional wear process
• Risk-sensitive control for a class of homing problems
• Stochastic differential equations. An introduction with applications.
• The risk-sensitive homing problem

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