Risk-sensitive control with HARA utility (Q4540352)
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scientific article; zbMATH DE number 1769587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive control with HARA utility |
scientific article; zbMATH DE number 1769587 |
Statements
Risk-sensitive control with HARA utility (English)
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21 July 2002
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risk-sensitive control
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upper/lower Isaacs equations
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hyperbolic absolute risk averse utility function
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linear-quadratic control
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robust controllers
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HARA controllers
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viscosity solution
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differential game
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