Locally optimal risk-sensitive controllers for strict-feedback nonlinear systems
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Publication:1586797
DOI10.1023/A:1004684905658zbMath0966.93111MaRDI QIDQ1586797
Publication date: 12 March 2001
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
backstepping; linearization; inverse optimality; risk-sensitive control; nonlinear stochastic systems; linear exponential quadratic Gaussian problem; strict feedback form; local optimality
Cites Work
- The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems
- Backstepping Controller Design for Nonlinear Stochastic Systems Under a Risk-Sensitive Cost Criterion
- The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games
- Model Simplification and Optimal Control of Stochastic Singularly Perturbed Systems under Exponentiated Quadratic Cost
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