New risk-averse control paradigm for stochastic two-time-scale systems and performance robustness

DOI10.1007/S10957-009-9629-XMaRDI QIDQ604249zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Mayer form optimizationmultiobjective cumulant-based controlrisk-averse controllerstwo-time-scale stochastic system

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• scientific article; zbMATH DE number 3343633 (Why is no real title available?)
• 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
• Singular perturbation of linear regulators: Basic theorems

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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