Entropy-minimising and risk-sensitive control rules
DOI10.1016/0167-6911(89)90014-5zbMATH Open0684.93036OpenAlexW1994288945MaRDI QIDQ1825815FDOQ1825815
Authors: Peter Whittle 
Publication date: 1989
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(89)90014-5
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Cites Work
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
- A course in \(H_{\infty}\) control theory
- Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses
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- State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
- Risk-sensitive linear/quadratic/gaussian control
- A maximum entropy principle for contractive interpolants
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- A hamiltonian formulation of risk-sensitive Linear/quadratic/gaussian control
Cited In (5)
- Stochastic feedback and its relation to the entropy criterion
- A risk-sensitive maximum principle
- Intelligent control with relative entropy minimizing
- In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories
- Solutions to the \(H_{\infty}\) general distance problem which minimize an entropy integral
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