Locally optimal risk-sensitive controllers for strict-feedback nonlinear systems

DOI10.1023/A:1004684905658zbMath0966.93111OpenAlexW1915016325MaRDI QIDQ1586797

Tamer Başar, Cheng Tang

Publication date: 12 March 2001

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1004684905658

zbMATH Keywords

backsteppinglinearizationinverse optimalityrisk-sensitive controlnonlinear stochastic systemslinear exponential quadratic Gaussian problemstrict feedback formlocal optimality

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Linearizations (93B18) Optimal stochastic control (93E20)

Related Items (1)

Robust designs through risk sensitivity: an overview

Cites Work

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• The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems
• Backstepping Controller Design for Nonlinear Stochastic Systems Under a Risk-Sensitive Cost Criterion
• The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games
• Model Simplification and Optimal Control of Stochastic Singularly Perturbed Systems under Exponentiated Quadratic Cost

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