Min-max characterization of a small noise limit on risk-sensitive control

SIAM Journal on Control and Optimization

Volumn 35, Issue 4, 1997, Pages 1093-1115

  Bensoussan, A ^a   Nagai, H ^b  

^a CNES   (France)

^b OSAKA UNIVERSITY   (Japan)

Author keywords

Differential game; H control; Hamilton Jacobi Isaacs equation; Risk sensitive control; Small noise limit

Indexed keywords

DIFFERENTIAL EQUATIONS; GAME THEORY; MATHEMATICAL MODELS; NONLINEAR SYSTEMS; OPTIMAL CONTROL SYSTEMS; ROBUSTNESS (CONTROL SYSTEMS);

HAMILTON-JACOBI-ISAACS EQUATION; RISK SENSITIVE CONTROL; STOCHASTIC DIFFERENTIAL EQUATION;

STOCHASTIC CONTROL SYSTEMS;

EID: 0031189194     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012995279420     Document Type: Article

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