Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
From MaRDI portal
Publication:4309222
DOI10.1109/9.286253zbMath0807.93067MaRDI QIDQ4309222
Robert J. Elliott, Matthew R. James, John S. Baras
Publication date: 2 March 1995
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.286253
dynamic programming; certainty equivalence principle; discrete-time nonlinear systems; finite-horizon; partial observation; nonlinear robust stabilization; risk-sensitive stochastic optimal control; deterministic partially observed dynamic game
93C10: Nonlinear systems in control theory
93C55: Discrete-time control/observation systems
93B07: Observability
93E20: Optimal stochastic control
91A60: Probabilistic games; gambling
Related Items
Unnamed Item, Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon, Stochastic adaptive backstepping controller design by introducing dynamic signal and changing supply function, Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost, Finite- dimensional optimal controllers for nonlinear plants, Risk-sensitive filtering and smoothing for hidden Markov models, A nonlinear partially observed differential game with a finite-dimensional information state, Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces, Robust filtering for deterministic systems with implicit outputs, A formula for the optimal cost in the general discrete-time LEQG problem, Stochastic nonlinear stabilization. I: A backstepping design, Nash equilibria of risk-sensitive nonlinear stochastic differential games, Risk sensitive control of Markov processes in countable state space, Connections between stochastic control and dynamic games, On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions, Differential geometric condition for feedback complete linearization of stochastic nonlinear system, Risk-sensitive and risk-neutral control for continuous-time hidden Markov models, Performance analysis and controller synthesis for nonlinear systems with stochastic uncertainty constraints, Output-feedback stabilization of stochastic nonlinear systems driven by noise of unknown covariance, Partially observed nonlinear risk-sensitive optimal stopping control for nonlinear discrete-time systems, Min-max Kalman filtering, Risk-sensitive probability for Markov chains, H∞control for discrete-time nonlinear switching systems, A Separation Theorem for Expected Value and Feared Value Discrete Time Control, Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion, Controlled Heterogeneous Collection: The Role of Occupation Numbers, Dynamic asset management with risk-sensitive criterion and non-negative factor constraints: a differential game approach
