Infinite horizon risk-sensitive control of nonlinear discrete time systems

Proceedings of the 36th IEEE Conference on Decision and Control ◽

10.1109/cdc.1997.657111 ◽

2002 ◽

Author(s):

T. Runolfsson

Keyword(s):

Discrete Time ◽

Infinite Horizon ◽

Discrete Time Systems ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

Time Systems

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H/sub ∞/-optimal control of singularly perturbed discrete-time systems, and risk-sensitive control

Proceedings of 1994 33rd IEEE Conference on Decision and Control ◽

10.1109/cdc.1994.411193 ◽

2002 ◽

Cited By ~ 2

Author(s):

D.S. Naidu ◽

C.D. Charalambous ◽

K.L. Moore ◽

M.A. Abdelrahma

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Singularly Perturbed ◽

Discrete Time Systems ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

Time Systems

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Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations

Journal of Optimization Theory and Applications ◽

10.1007/bf00938540 ◽

1988 ◽

Vol 57 (2) ◽

pp. 265-293 ◽

Cited By ~ 529

Author(s):

S. S. Keerthi ◽

E. G. Gilbert

Keyword(s):

Discrete Time ◽

General Class ◽

Infinite Horizon ◽

Discrete Time Systems ◽

Feedback Laws ◽

Time Systems

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Infinite horizon risk sensitive control of discrete time Markov processes with small risk

Systems & Control Letters ◽

10.1016/s0167-6911(99)00118-8 ◽

2000 ◽

Vol 40 (1) ◽

pp. 15-20 ◽

Cited By ~ 19

Author(s):

G.B.Di Masi ◽

Ł. Stettner

Keyword(s):

Markov Processes ◽

Discrete Time ◽

Infinite Horizon ◽

Small Risk ◽

Risk Sensitive ◽

Risk Sensitive Control

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Risk-sensitive filtering for discrete-time systems with time-varying delay

International Journal of Systems Science ◽

10.1080/00207721.2013.798444 ◽

2013 ◽

Vol 46 (5) ◽

pp. 841-856

Author(s):

Wei Wang ◽

Chunyan Han ◽

Hongguo Zhao

Keyword(s):

Discrete Time ◽

Time Varying ◽

Time Varying Delay ◽

Discrete Time Systems ◽

Risk Sensitive ◽

Time Systems ◽

Varying Delay

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The solution of the infinite horizon tracking problem for discrete time systems possessing an exogenous component

Journal of Economic Dynamics and Control ◽

10.1016/0165-1889(90)90041-e ◽

1990 ◽

Vol 14 (3-4) ◽

pp. 741-762 ◽

Cited By ~ 8

Author(s):

Jacob Chr. Engwerda

Keyword(s):

Discrete Time ◽

Infinite Horizon ◽

Tracking Problem ◽

Discrete Time Systems ◽

Time Systems

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Constrained Infinite-Horizon Model Predictive Control for Fuzzy Discrete-Time Systems

IEEE Transactions on Fuzzy Systems ◽

10.1109/tfuzz.2010.2043441 ◽

2010 ◽

Cited By ~ 32

Author(s):

Xia ◽

Yang ◽

Shi ◽

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Discrete Time ◽

Infinite Horizon ◽

Discrete Time Systems ◽

Time Systems

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Optimal infinite-horizon control and the stabilization of linear discrete-time systems: State-control constraints and nonquadratic cost functions

IEEE Transactions on Automatic Control ◽

10.1109/tac.1986.1104237 ◽

1986 ◽

Vol 31 (3) ◽

pp. 264-266 ◽

Cited By ~ 5

Author(s):

S. Keerthi ◽

E. Gilbert

Keyword(s):

Discrete Time ◽

Infinite Horizon ◽

Cost Functions ◽

Control Constraints ◽

State Control ◽

Discrete Time Systems ◽

Infinite Horizon Control ◽

Time Systems

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Partially observed non-linear risk-sensitive optimal stopping control for non-linear discrete-time systems

Systems & Control Letters ◽

10.1016/j.sysconle.2006.03.005 ◽

2006 ◽

Vol 55 (9) ◽

pp. 770-776 ◽

Cited By ~ 2

Author(s):

Jason J Ford

Keyword(s):

Discrete Time ◽

Optimal Stopping ◽

Discrete Time Systems ◽

Risk Sensitive ◽

Partially Observed ◽

Non Linear ◽

Time Systems

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Infinite horizon stochastic H2/H∞ control for discrete-time systems with state and disturbance dependent noise

Automatica ◽

10.1016/j.automatica.2008.01.028 ◽

2008 ◽

Vol 44 (9) ◽

pp. 2306-2316 ◽

Cited By ~ 74

Author(s):

Weihai Zhang ◽

Yulin Huang ◽

Lihua Xie

Keyword(s):

Discrete Time ◽

Infinite Horizon ◽

Discrete Time Systems ◽

Time Systems

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Stochastic H2/H∞ control for discrete-time systems with multiplicative noise in state and control input: Infinite horizon case

2007 46th IEEE Conference on Decision and Control ◽

10.1109/cdc.2007.4434226 ◽

2007 ◽

Author(s):

Weihai Zhang ◽

Yulin Huang ◽

Lihua Xie

Keyword(s):

Discrete Time ◽

Multiplicative Noise ◽

Infinite Horizon ◽

Control Input ◽

Discrete Time Systems ◽

And Control ◽

Time Systems ◽

Horizon Case

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