Risk-Sensitive Linear Control for Systems With Stochastic Parameters
DOI10.1109/TAC.2018.2876793zbMATH Open1482.93704OpenAlexW2901381232WikidataQ128942575 ScholiaQ128942575MaRDI QIDQ5223643FDOQ5223643
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
Feedback control (93B52) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)
Cited In (7)
- Risk-Aware Linear Quadratic Control Using Conditional Value-at-Risk
- Risk-averse model predictive control
- Title not available (Why is that?)
- Risk-sensitive control for a class of nonlinear systems with multiplicative noise
- Weighted stochastic Riccati equations for generalization of linear optimal control
- A hamiltonian formulation of risk-sensitive Linear/quadratic/gaussian control
- Finite-dimensional quasi-linear risk-sensitive control
This page was built for publication: Risk-Sensitive Linear Control for Systems With Stochastic Parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5223643)
