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

DOI10.1109/9.618249MaRDI QIDQ4357997zbMATHOpenAlexFDO

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

zbMATH Keywords

stochastic controldynamic gamessmall noise limitpartially observable risk-sensitive control

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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(6)

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• Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces
• Connections between stochastic control and dynamic games
• Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
• Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost

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