Risk-Sensitive Control on an Infinite Time Horizon (Q4862442)
From MaRDI portal
scientific article; zbMATH DE number 843038
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Sensitive Control on an Infinite Time Horizon |
scientific article; zbMATH DE number 843038 |
Statements
Risk-Sensitive Control on an Infinite Time Horizon (English)
0 references
8 February 1996
0 references
risk-sensitive control
0 references
\(H^\infty\) control
0 references
viscosity solutions
0 references
Hamilton-Jacobi equations
0 references
Isaacs equations
0 references
stochastic control
0 references
ergodic cost
0 references
infinite time horizon
0 references
large deviation
0 references
robust control
0 references
nonlinear systems
0 references
