Decentralized risk-sensitive controller design for strict-feedback systems

This paper studies decentralized control of uncertain systems. The class of systems considered are stochastic strict-feedback systems which interact through their outputs, and performance is measured with respect to a risk sensitive cost criterion. The unknown nonlinear interconnection terms are assumed to be bounded by some known functions of the outputs of the subsystems, multiplied by some unknown parameters. The controllers designed for each subsystem have access only to the information available on the respective subsystem, and they achieve an arbitrarily small value for the risk-sensitive cost for the overall system. Under this completely decentralized control scheme, all closed-loop signals remain bounded in probability.