Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games
From MaRDI portal
Publication:1198562
DOI10.1007/BF02134013zbMath0761.93076MaRDI QIDQ1198562
Publication date: 16 January 1993
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
49N70: Differential games and control
91A23: Differential games (aspects of game theory)
93C40: Adaptive control/observation systems
93E20: Optimal stochastic control
49N75: Pursuit and evasion games
Related Items
Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost, Small noise methods for risk-sensitive/robust economies, Robustness and ambiguity in continuous time, Dissipativity and risk-sensitivity in control problems, Finite-dimensional quasi-linear risk-sensitive control, Risk-sensitivity conditions for stochastic uncertain model validation, A uniqueness result for the Isaacs equation corresponding to nonlinear \(H_\infty\) control, Optimal control of a stochastic system with an exponential-of-integral performance criterion, Risk sensitive control of Markov processes in countable state space, Connections between stochastic control and dynamic games, Multiple-objective risk-sensitive control and its small noise limit, The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems, Risk-sensitive and risk-neutral control for continuous-time hidden Markov models, Robust control and model misspecification, \(H_{\infty}\)-like control for nonlinear stochastic systems, H∞control for non-linear stochastic systems: the output-feedback case
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic expansions for Markov processes with Lévy generators
- A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
- State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
- On a state space approach to nonlinear \(H_ \infty\) control
- Asymptotic series and exit time probabilities
- A risk-sensitive maximum principle
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
- Stochastic Control and Exit Probabilities of Jump Processes
- Discontinuous solutions of deterministic optimal stopping time problems
- Risk-sensitive linear/quadratic/gaussian control
- A Game Theoretic Approach to $\mathcal{H}^\infty $ Control for Time-Varying Systems
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
- Stochastic Control for Small Noise Intensities
