Entropy-minimising and risk-sensitive control rules

DOI10.1016/0167-6911(89)90014-5MaRDI QIDQ1825815zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Hamiltonian methodsinfinite-horizonentropy-minimisingLEQG-optimality criterion

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Synthesis problems (93B50) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Banach algebras of differentiable or analytic functions, (H^p)-spaces (46J15)

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Cites work

• scientific article; zbMATH DE number 3886598 (Why is no real title available?)
• scientific article; zbMATH DE number 3928863 (Why is no real title available?)
• scientific article; zbMATH DE number 3791479 (Why is no real title available?)
• scientific article; zbMATH DE number 3793832 (Why is no real title available?)
• A course in \(H_{\infty}\) control theory
• A hamiltonian formulation of risk-sensitive Linear/quadratic/gaussian control
• A maximum entropy principle for contractive interpolants
• Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses
• Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
• Risk-sensitive linear/quadratic/gaussian control
• State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity

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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