Locally optimal risk-sensitive controllers for strict-feedback nonlinear systems

DOI10.1023/A:1004684905658MaRDI QIDQ1586797zbMATH OpenOpenAlexFDO

Authors Tamer Başar, Cheng Tang

Publication date 12 March 2001

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1004684905658

zbMATH Keywords

backsteppinglinearizationrisk-sensitive controllocal optimalitynonlinear stochastic systemsinverse optimalitystrict feedback formlinear exponential quadratic Gaussian problem

Mathematics Subject Classification ID

Linearizations (93B18) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Recommendations

• Backstepping Controller Design for Nonlinear Stochastic Systems Under a Risk-Sensitive Cost Criterion
• Practical Output-Feedback Risk-Sensitive Control for Stochastic Nonlinear Systems with Stable Zero-Dynamics
• design of satisfaction output feedback controls for stochastic nonlinear systems under quadratic tracking risk-sensitive index
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Cites work

• scientific article; zbMATH DE number 440541 (Why is no real title available?)
• scientific article; zbMATH DE number 48691 (Why is no real title available?)
• Backstepping Controller Design for Nonlinear Stochastic Systems Under a Risk-Sensitive Cost Criterion
• Model Simplification and Optimal Control of Stochastic Singularly Perturbed Systems under Exponentiated Quadratic Cost
• The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games
• The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems

Cited in

(9)

• Practical Output-Feedback Risk-Sensitive Control for Stochastic Nonlinear Systems with Stable Zero-Dynamics
• Risk-sensitive adaptive trackers for strict-feedback systems with output measurements
• Decentralized risk-sensitive controller design for strict-feedback systems
• design of satisfaction output feedback controls for stochastic nonlinear systems under quadratic tracking risk-sensitive index
• Finite- dimensional optimal controllers for nonlinear plants
• Finite-dimensional quasi-linear risk-sensitive control
• Risk-sensitive control for a class of nonlinear systems with multiplicative noise
• Robust designs through risk sensitivity: an overview
• Locally optimal feedback strategy for non-linear systems with uncertain parameters

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