Risk-sensitive and robust escape criteria

SIAM Journal on Control and Optimization

Volumn 35, Issue 6, 1997, Pages 2021-2049

  Dupuis, Paul ^a   Mceneaney, William M ^b  

^a BROWN UNIVERSITY   (United States)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Exit time control; Large deviations; Risk sensitive control; Robust control

Indexed keywords

PARTIAL DIFFERENTIAL EQUATIONS; PROBABILITY; PROBLEM SOLVING; RANDOM PROCESSES; ROBUSTNESS (CONTROL SYSTEMS); STABILITY CRITERIA;

EXIT TIME CONTROL; RISK SENSITIVE CONTROL; ROBUST ESCAPE CRITERIA;

PROCESS CONTROL;

EID: 0031272837     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012995281626     Document Type: Article

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