DocumentCode
319978
Title
Infinite time-horizon risk sensitive systems with quadratic growth
Author
McEneaney, William M. ; Ito, Kazufumi
Author_Institution
Dept. of Math., North Carolina State Univ., Raleigh, NC, USA
Volume
4
fYear
1997
fDate
10-12 Dec 1997
Firstpage
3413
Abstract
Previous work on nonlinear infinite time-horizon risk sensitive systems has been restricted mainly to the case where the cost criterion is bounded or grows at most linearly. One would like the nonlinear theory to subsume the LEQG case. We consider nonlinear risk-sensitive systems where the cost criterion may grow quadratically. This leads to difficulties which are surprisingly formidable. For instance, the HJB equation typically has multiple classical solutions
Keywords
feedback; nonlinear control systems; HJB equation; cost criterion; infinite time-horizon risk sensitive systems; nonlinear risk-sensitive systems; quadratic growth; Constraint theory; Control systems; Cost function; Ear; Indium tin oxide; Machinery; Mathematics; Nonlinear control systems; Nonlinear equations; Nonlinear systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location
San Diego, CA
ISSN
0191-2216
Print_ISBN
0-7803-4187-2
Type
conf
DOI
10.1109/CDC.1997.652375
Filename
652375
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