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Volumn 6, Issue 1, 2002, Pages 5-18

Risk sensitivity, a strangely pervasive concept

Author keywords

Large Deviation Theory; Risk; Robustness

Indexed keywords


EID: 0036002886     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/S1365100502027025     Document Type: Article
Times cited : (30)

References (23)
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    • Jacobson, D.H.1
  • 11
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    • Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games
    • James, M.R. (1992) Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games. Mathematics of Control Signals Systems 5, 401-417.
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    • James, M.R.1
  • 12
    • 0028416983 scopus 로고
    • Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
    • James, M.R., J.S. Baras & R.J. Elliott (1994) Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems. IEEE Transactions on Automatic Control AC-39, 780-791.
    • (1994) IEEE Transactions on Automatic Control , vol.AC-39 , pp. 780-791
    • James, M.R.1    Baras, J.S.2    Elliott, R.J.3
  • 13
    • 0033325756 scopus 로고    scopus 로고
    • Risk sensitive filtering with continuous time observations
    • Piscataway, NJ: IEEE Press
    • Malcolm, W.P., R.J. Elliott & M.R. James (1999) Risk sensitive filtering with continuous time observations. In IEEE Conference on Decision and Control, pp. 143-150. Piscataway, NJ: IEEE Press.
    • (1999) IEEE Conference on Decision and Control , pp. 143-150
    • Malcolm, W.P.1    Elliott, R.J.2    James, M.R.3
  • 15
    • 0001667951 scopus 로고
    • Risk-sensitive linear/quadratic/Gaussian control
    • Whittle, P. (1981) Risk-sensitive linear/quadratic/Gaussian control. Advances in Applied Probability 13, 764-777.
    • (1981) Advances in Applied Probability , vol.13 , pp. 764-777
    • Whittle, P.1
  • 17
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    • A risk-sensitive maximum principle
    • Whittle, P. (1990b) A risk-sensitive maximum principle. Systems and Control Letters 15, 183-192.
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    • Whittle, P.1
  • 18
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    • A risk-sensitive maximum principle: The case of imperfect state observation
    • Whittle, P. (1991a) A risk-sensitive maximum principle: The case of imperfect state observation. IEEE Transactions on Automatic Control AC-36, 793-801.
    • (1991) IEEE Transactions on Automatic Control , vol.AC-36 , pp. 793-801
    • Whittle, P.1
  • 20
    • 0028401187 scopus 로고
    • Risk sensitivity, large deviations and stochastic control
    • Whittle, P. (1994) Risk sensitivity, large deviations and stochastic control. European Journal of Operational Research 73, 295-303.
    • (1994) European Journal of Operational Research , vol.73 , pp. 295-303
    • Whittle, P.1
  • 21
    • 0000962493 scopus 로고    scopus 로고
    • Why discount? The rationale of discounting in optimization problems
    • C.C. Heyde (ed.), Athens Conference on Applied Probability and Tame Series, Berlin: Springer-Verlag
    • Whittle, P. (1996a) Why discount? The rationale of discounting in optimization problems. In C.C. Heyde (ed.), Athens Conference on Applied Probability and Tame Series, Lecture Notes in Statistics, Vol. 114, pp. 354-260. Berlin: Springer-Verlag.
    • (1996) Lecture Notes in Statistics , vol.114 , pp. 354-260
    • Whittle, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.