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
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;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.652375
