New risk-averse control paradigm for stochastic two-time-scale systems and performance robustness
DOI10.1007/S10957-009-9629-XzbMATH Open1211.93140OpenAlexW2094574957MaRDI QIDQ604249FDOQ604249
Authors: Khanh D. Pham 
Publication date: 10 November 2010
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-009-9629-x
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Mayer form optimizationmultiobjective cumulant-based controlrisk-averse controllerstwo-time-scale stochastic system
Multi-objective and goal programming (90C29) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)
Cites Work
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- Singular perturbation of linear regulators: Basic theorems
- Cost cumulant control: State-feedback, finite-horizon paradigm with application to seismic protection
- Linear regulator design for stochastic systems by a multiple time-scales method
Cited In (5)
- Sensitivity analysis of prefiltering in identification of two-time scaled systems
- Identification of two-time scaled systems using prefilters
- Statistical control of stochastic systems incorporating integral feedback: performance robustness analysis
- Modeling interactions in complex systems: self-coordination, game-theoretic design protocols, and performance reliability-aided decision making
- Performance-reliability-aided decision-making in multiperson quadratic decision games against jamming and estimation confrontations
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