On linear solutions to a class of risk sensitive control for linear systems with stochastic parameters: Infinite time horizon case

2016 ◽  
Author(s):  
Yuji Ito ◽  
Kenji Fujimoto ◽  
Yukihiro Tadokoro ◽  
Takayoshi Yoshimura
Keyword(s):  
Linear Systems ◽  
Time Horizon ◽  
Infinite Time ◽  
Infinite Time Horizon ◽  
Risk Sensitive ◽  
Stochastic Parameters ◽  
Risk Sensitive Control ◽  
Horizon Case

Risk-Sensitive Control on an Infinite Time Horizon

1995 ◽  
Vol 33 (6) ◽  
pp. 1881-1915 ◽  
Author(s):  
Wendell H. Fleming ◽  
William M. McEneaney
Keyword(s):  
Time Horizon ◽  
Infinite Time ◽  
Infinite Time Horizon ◽  
Risk Sensitive ◽  
Risk Sensitive Control
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