Risk-sensitive optimal control for jump systems with application to sampled-data systems

DOI10.1080/00207720117545MaRDI QIDQ3153768zbMATH OpenOpenAlexFDO

Authors Jun Yoneyama

Publication date 23 February 2004

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207720117545

zbMATH Keywords

information statepartially observed jump systemsrisk-sensitive stochastic optimal controlsampled-data systemssmall-noise limitsmall-risk limit

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Optimal stochastic control (93E20)

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(1)

• STOCHASTIC OPTIMAL CONTROL FOR JUMP SYSTEMS WITH APPLICATION TO SAMPLED-DATA SYSTEMS

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