DocumentCode
321195
Title
Infinite horizon risk-sensitive control of nonlinear discrete time systems
Author
Runolfsson, Thordur
Author_Institution
Dept. of Electr. & Comput. Eng., Johns Hopkins Univ., Baltimore, MD, USA
Volume
3
fYear
1997
fDate
10-12 Dec 1997
Firstpage
2271
Abstract
We consider the infinite horizon risk-sensitive control problem for a discrete time stochastic system defined in terms of a sequence of multidimensional i.i.d. Gaussian random variables with mean zero and variance. A cost functional is to be minimized over an appropriate set of control policies. A method of analysis is given
Keywords
nonlinear control systems; cost functional minimization; discrete time stochastic system; infinite-horizon risk-sensitive control; multidimensional i.i.d. Gaussian random variable sequence; nonlinear discrete time systems; Continuous time systems; Control systems; Cost function; Discrete time systems; Infinite horizon; Nonlinear control systems; Nonlinear systems; Random variables; Risk analysis; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location
San Diego, CA
ISSN
0191-2216
Print_ISBN
0-7803-4187-2
Type
conf
DOI
10.1109/CDC.1997.657111
Filename
657111
Link To Document