Full-state-feedback minimal cost variance control on an infinite time horizon: the risk-sensitive approach

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) ◽

10.1109/cdc.2001.980207 ◽

2003 ◽

Author(s):

Chang-Hee Won ◽

M.K. Sain ◽

S.R. Liberty

Keyword(s):

Time Horizon ◽

State Feedback ◽

Minimal Cost ◽

Infinite Time ◽

Infinite Time Horizon ◽

Cost Variance ◽

Risk Sensitive ◽

Full State ◽

Full State Feedback

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Cumulants in risk-sensitive control: the full-state-feedback cost variance case

Proceedings of 1995 34th IEEE Conference on Decision and Control ◽

10.1109/cdc.1995.480227 ◽

2002 ◽

Cited By ~ 8

Author(s):

M.K. Sain ◽

Chang-Hee Won ◽

B.F. Spencer

Keyword(s):

State Feedback ◽

Cost Variance ◽

Risk Sensitive ◽

Full State ◽

Full State Feedback ◽

Risk Sensitive Control

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Infinite time-horizon risk sensitive systems with quadratic growth

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

10.1109/cdc.1997.652375 ◽

2002 ◽

Cited By ~ 3

Author(s):

W.M. McEneaney ◽

K. Ito

Keyword(s):

Time Horizon ◽

Quadratic Growth ◽

Infinite Time ◽

Infinite Time Horizon ◽

Risk Sensitive

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Risk-sensitive portfolio optimization problems for hidden Markov factors on infinite time horizon

Asymptotic Analysis ◽

10.3233/asy-2011-1059 ◽

2011 ◽

Vol 75 (3-4) ◽

pp. 169-209 ◽

Cited By ~ 7

Author(s):

Takashi Tamura ◽

Yûsuke Watanabe

Keyword(s):

Portfolio Optimization ◽

Time Horizon ◽

Optimization Problems ◽

Hidden Markov ◽

Infinite Time ◽

Infinite Time Horizon ◽

Risk Sensitive

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

2016 American Control Conference (ACC) ◽

10.1109/acc.2016.7526706 ◽

2016 ◽

Cited By ~ 3

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

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Risk-sensitive portfolio optimization on infinite time horizon

Stochastics and Stochastics Reports ◽

10.1080/1045112021000025961 ◽

2002 ◽

Vol 73 (3-4) ◽

pp. 309-331 ◽

Cited By ~ 50

Author(s):

Kazutaka Kuroda ◽

Hideo Nagai

Keyword(s):

Portfolio Optimization ◽

Time Horizon ◽

Infinite Time ◽

Infinite Time Horizon ◽

Risk Sensitive

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State-feedback H∞ Control for Nonlinear Stochastic Systems with Markovian Jumps in Infinite Time Horizon

IFAC Proceedings Volumes ◽

10.3182/20080706-5-kr-1001.02284 ◽

2008 ◽

Vol 41 (2) ◽

pp. 13486-13491 ◽

Cited By ~ 1

Author(s):

Zhongwei Lin ◽

Yan Lin

Keyword(s):

Time Horizon ◽

State Feedback ◽

Stochastic Systems ◽

Infinite Time ◽

Nonlinear Stochastic Systems ◽

Infinite Time Horizon

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Risk-Sensitive Optimal Investment Problems with Partial Information on Infinite Time Horizon

Recent Developments in Mathematical Finance ◽

10.1142/9789812799579_0008 ◽

2001 ◽

Cited By ~ 4

Author(s):

Hideo Nagai ◽

Shige Peng

Keyword(s):

Time Horizon ◽

Partial Information ◽

Optimal Investment ◽

Infinite Time ◽

Infinite Time Horizon ◽

Risk Sensitive

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Risk-Sensitive Control on an Infinite Time Horizon

SIAM Journal on Control and Optimization ◽

10.1137/s0363012993258720 ◽

1995 ◽

Vol 33 (6) ◽

pp. 1881-1915 ◽

Cited By ~ 199

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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Optimal Denial-of-Service Attack Strategy on State Estimation over Infinite-time Horizon

IEEE Transactions on Circuits & Systems II Express Briefs ◽

10.1109/tcsii.2021.3057134 ◽

2021 ◽

pp. 1-1

Author(s):

Yao Li ◽

Shanying Zhu ◽

Cailian Chen ◽

Xinping Guan

Keyword(s):

State Estimation ◽

Time Horizon ◽

Denial Of Service ◽

Infinite Time ◽

Infinite Time Horizon ◽

Denial Of Service Attack ◽

Service Attack ◽

Attack Strategy

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H/sub ∞/ Gaussian filter on infinite time horizon

IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications ◽

10.1109/tcsi.2002.1001957 ◽

2002 ◽

Vol 49 (5) ◽

pp. 674-679 ◽

Cited By ~ 31

Author(s):

Xiang Chen ◽

Kemin Zhou

Keyword(s):

Time Horizon ◽

Gaussian Filter ◽

Infinite Time ◽

Infinite Time Horizon

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