• DocumentCode
    2106789
  • Title

    Risk-sensitive control: a bridge between H2 and H∞ control

  • Author

    Campi, Marco C. ; James, Matthew R.

  • Author_Institution
    Brescia Univ., Italy
  • fYear
    1993
  • fDate
    15-17 Dec 1993
  • Firstpage
    2179
  • Abstract
    The paper is devoted to the study of the connections among risk-sensitive stochastic optimal control, dynamic game optimal control, risk-neutral stochastic optimal control and deterministic optimal control in a nonlinear, discrete-time context with complete state information. The analysis worked out sheds light on the profound links among these control strategies, which remain hidden in the linear context. In particular, risk-sensitive control combines features of both stochastic risk-neutral (H2) control and deterministic dynamic game (H∞) control
  • Keywords
    discrete time systems; game theory; nonlinear control systems; optimal control; stochastic systems; H∞ control; H2 control; deterministic optimal control; dynamic game optimal control; nonlinear discrete-time system; risk-neutral stochastic optimal control; risk-sensitive control; Adaptive systems; Bridges; Control systems; Cost function; Hydrogen; Jacobian matrices; Optimal control; Programmable control; Robust control; Stochastic processes;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
  • Conference_Location
    San Antonio, TX
  • Print_ISBN
    0-7803-1298-8
  • Type

    conf

  • DOI
    10.1109/CDC.1993.325584
  • Filename
    325584
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2106789