Risk-Sensitive Linear Control for Systems With Stochastic Parameters

DOI10.1109/TAC.2018.2876793MaRDI QIDQ5223643zbMATH OpenOpenAlexWikidataFDO

Authors Yuji Ito, Kenji Fujimoto, Yukihiro Tadokoro, Takayoshi Yoshimura

Publication date 18 July 2019

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

Full work available at URL https://doi.org/10.1109/tac.2018.2876793

Mathematics Subject Classification ID

Feedback control (93B52) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

Cited in

(7)

• Weighted stochastic Riccati equations for generalization of linear optimal control
• Finite-dimensional quasi-linear risk-sensitive control
• Risk-Aware Linear Quadratic Control Using Conditional Value-at-Risk
• Risk-sensitive control for a class of nonlinear systems with multiplicative noise
• scientific article; zbMATH DE number 5502264 (Why is no real title available?)
• Risk-averse model predictive control
• A hamiltonian formulation of risk-sensitive Linear/quadratic/gaussian control

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