Title :
Output feedback risk-sensitive control and differential games for continuous-time nonlinear systems
Author :
James, M.R. ; Baras, John S. ; Elliott, R.J.
Author_Institution :
Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT, Australia
Abstract :
In this paper we carry out a formal analysis of an output feedback risk-sensitive stochastic control problem. Using large deviation limits, this problem is related to a deterministic output feedback differential game. Both problems are solved using appropriate information states. The use of an information state for the game problem is new, and is the principal contribution of our work. Our results have important implications for the nonlinear robust stabilization problem
Keywords :
differential equations; feedback; game theory; nonlinear systems; stochastic systems; continuous-time nonlinear systems; deterministic output feedback differential game; differential games; large deviation limits; nonlinear robust stabilization; output feedback risk-sensitive stochastic control; Adaptive systems; Control systems; Nonlinear control systems; Nonlinear systems; Output feedback; Risk analysis; Robust control; Robustness; Stochastic systems; Systems engineering and theory;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325833
