scientific article; zbMATH DE number 889612

DOI10.1002/(SICI)1099-1239(199601)6:1%3C1::AID-RNC128%3E3.0.CO;2-3MaRDI QIDQ4882291zbMATH OpenFDO

Authors M. C. Campi, Matthew R. James

Publication date 12 January 1997

zbMATH Keywords

dynamic programmingnonlinearlarge deviationdiscrete-timeTaylor expansionGaussian noiserisk-sensitive optimal control\(H_ \infty\) control

Mathematics Subject Classification ID

(H^infty)-control (93B36) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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