Finite time-horizon risk-sensitive control and the robust limit under a quadratic growth assumption

SIAM Journal on Control and Optimization

Volumn 40, Issue 5, 2002, Pages 1628-1661

  Da Lio, Francesca ^a   McEneaney, William M ^a  

^a UNIVERSITY OF TURIN   (Italy)

Author keywords

H ; Nonlinear HJB equations; Nonlinear Isaacs equations; Risk sensitive control; Robust; Viscosity solutions

Indexed keywords

DYNAMIC PROGRAMMING; NONLINEAR EQUATIONS; PROBLEM SOLVING; RISK ASSESSMENT; ROBUSTNESS (CONTROL SYSTEMS);

FINITE TIME-HORIZON RISK-SENSITIVE CONTROL; NONLINEAR ISAAC EQUATIONS;

NONLINEAR CONTROL SYSTEMS;

EID: 0036405595     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012998345159     Document Type: Article

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