The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games
From MaRDI portal
Publication:4357997
DOI10.1109/9.618249zbMath0886.93071OpenAlexW2144237189MaRDI QIDQ4357997
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
Related Items (5)
Dynamic contract design for systemic cyber risk management of interdependent enterprise networks ⋮ Connections between stochastic control and dynamic games ⋮ Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces ⋮ Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost ⋮ On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions
This page was built for publication: The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games
