Nonlinear discrete-time risk-sensitive optimal control

International Journal of Robust and Nonlinear Control

Volumn 6, Issue 1, 1996, Pages 1-19

  Campi, Marco C ^a   James, Matthew R ^b  

^a UNIVERSITY OF BRESCIA   (Italy)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Asymptotic series; Dynamic games; Large deviations; Nonlinear stochastic systems; Risk sensitive stochastic optimal control; Robust control

Indexed keywords

CONTROL SYSTEM ANALYSIS; CONTROL THEORY; DISCRETE TIME CONTROL SYSTEMS; GAME THEORY; OPTIMAL CONTROL SYSTEMS; PARAMETER ESTIMATION; ROBUSTNESS (CONTROL SYSTEMS); STOCHASTIC CONTROL SYSTEMS;

ASYMPTOTIC SERIES; DYNAMIC GAME OPTIMAL CONTROL; DYNAMIC GAMES; NONLINEAR DISCRETE TIME RISK SENSITIVE OPTIMAL CONTROL; NONLINEAR STOCHASTIC SYSTEMS; RISK SENSITIVE STOCHASTIC OPTIMAL CONTROL; ROBUST CONTROL;

NONLINEAR CONTROL SYSTEMS;

EID: 0029732720     PISSN: 10498923     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1239(199601)6:1<1::AID-RNC128>3.0.CO;2-3     Document Type: Article

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