Risk-sensitive control with HARA utility

IEEE Transactions on Automatic Control

Volumn 46, Issue 4, 2001, Pages 563-578

  Lim, Andrew E B ^b   Zhou, Xun Yu ^a,c  

^a IEEE   (Hong Kong)

^b UNIVERSITY OF MARYLAND   (United States)

^c CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Differential games; HARA utility function; Risk sensitive control; Upper lower Isaacs equations; Viscosity solutions

Indexed keywords

HYPERBOLIC ABSOLUTE RISK AVERSE (HARA);

CONTROL EQUIPMENT; RISK ASSESSMENT; ROBUSTNESS (CONTROL SYSTEMS);

CONTROL SYSTEM ANALYSIS;

EID: 0035307358     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.917658     Document Type: Article

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