The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games

DOI10.1109/9.618249zbMATH Open0886.93071OpenAlexW2144237189MaRDI QIDQ4357997FDOQ4357997

Authors: Charalambos D. Charalambous 

Publication date: 12 May 1998

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.618249

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zbMATH Keywords

stochastic controldynamic gamessmall noise limitpartially observable risk-sensitive control

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited In (6)

• Dynamic contract design for systemic cyber risk management of interdependent enterprise networks
• Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
• On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions
• Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost
• Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces
• Connections between stochastic control and dynamic games

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