On linear solutions to a class of risk sensitive control for linear systems with stochastic parameters

2015 54th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2015.7403246 ◽

2015 ◽

Cited By ~ 4

Author(s):

Yuji Ito ◽

Kenji Fujimoto ◽

Yukihiro Tadokoro ◽

Takayoshi Yoshimura

Keyword(s):

Linear Systems ◽

Risk Sensitive ◽

Stochastic Parameters ◽

Risk Sensitive Control

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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 control of Markov jump linear systems: Caveats and difficulties

International Journal of Control Automation and Systems ◽

10.1007/s12555-015-0114-z ◽

2016 ◽

Vol 15 (1) ◽

pp. 462-467 ◽

Cited By ~ 9

Author(s):

Jun Moon ◽

Tamer Başar

Keyword(s):

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Risk Sensitive ◽

Markov Jump Linear Systems ◽

Risk Sensitive Control

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Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes

Mathematical Methods of Operations Research ◽

10.1007/s00186-020-00732-8 ◽

2021 ◽

Author(s):

O. L. V. Costa ◽

F. Dufour

Keyword(s):

Markov Processes ◽

Risk Sensitive ◽

Piecewise Deterministic Markov Processes ◽

Risk Sensitive Control ◽

Optimality Equations

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A risk-sensitive control dual approach to a large deviations control problem

Systems & Control Letters ◽

10.1016/s0167-6911(03)00100-2 ◽

2003 ◽

Vol 49 (4) ◽

pp. 295-309 ◽

Cited By ~ 13

Author(s):

Huyên Pham

Keyword(s):

Large Deviations ◽

Control Problem ◽

Dual Approach ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

Large Deviations Control

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Some Results on Risk-Sensitive Control with Full Observation

Applied Mathematics & Optimization ◽

10.1007/s002459900067 ◽

1998 ◽

Vol 37 (1) ◽

pp. 1-41 ◽

Cited By ~ 25

Author(s):

A. Bensoussan

Keyword(s):

Risk Sensitive ◽

Risk Sensitive Control

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Risk-sensitive control of cash management systems

Operational Research ◽

10.1007/s12351-017-0371-0 ◽

2017 ◽

Vol 20 (2) ◽

pp. 1159-1176 ◽

Cited By ~ 4

Author(s):

Francisco Salas-Molina

Keyword(s):

Management Systems ◽

Cash Management ◽

Risk Sensitive ◽

Risk Sensitive Control

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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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Practical Output-Feedback Risk-Sensitive Control for Stochastic Nonlinear Systems with Stable Zero-Dynamics

SIAM Journal on Control and Optimization ◽

10.1137/s0363012903439185 ◽

2006 ◽

Vol 45 (3) ◽

pp. 885-926 ◽

Cited By ~ 141

Author(s):

Yun-Gang Liu ◽

Ji-Feng Zhang

Keyword(s):

Nonlinear Systems ◽

Output Feedback ◽

Stochastic Nonlinear Systems ◽

Zero Dynamics ◽

Risk Sensitive ◽

Risk Sensitive Control

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Erratum to: Risk-Sensitive Control with Near Monotone Cost

Applied Mathematics & Optimization ◽

10.1007/s00245-010-9119-4 ◽

2010 ◽

Vol 62 (3) ◽

pp. 435-438 ◽

Cited By ~ 3

Author(s):

Anup Biswas ◽

V. S. Borkar ◽

K. Suresh Kumar

Keyword(s):

Risk Sensitive ◽

Risk Sensitive Control

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Risk-Sensitive Control for a Class of Nonlinear Square-Root Processes

Vulnerability, Uncertainty, and Risk ◽

10.1061/9780784413609.109 ◽

2014 ◽

Cited By ~ 2

Author(s):

Fan Fei ◽

Bujar Gashi

Keyword(s):

Square Root ◽

Risk Sensitive ◽

Risk Sensitive Control

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