Risk-sensitive control of finite state machines on an infinite horizon I

SIAM Journal on Control and Optimization

Volumn 35, Issue 5, 1997, Pages 1790-1810

  Fleming, W H ^a   Hernandez Hernandez D ^a,b  

^a BROWN UNIVERSITY   (United States)

^b DEPARTAMENTO DE FÍSICA   (Mexico)

Author keywords

Finite state machines; Large deviations; Risk sensitive control; Robust control

Indexed keywords

ALGORITHMS; FEEDBACK CONTROL; GAME THEORY; ITERATIVE METHODS; OPTIMAL CONTROL SYSTEMS; PROBLEM SOLVING; RANDOM PROCESSES; ROBUSTNESS (CONTROL SYSTEMS);

DISCRETE TIME FINITE STATE SYSTEMS; STOCHASTIC DYNAMIC GAME;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0031233725     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012995291622     Document Type: Article

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