Entropy-minimising and risk-sensitive control rules
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Publication:1825815
DOI10.1016/0167-6911(89)90014-5zbMath0684.93036OpenAlexW1994288945MaRDI QIDQ1825815
Publication date: 1989
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(89)90014-5
Sensitivity (robustness) (93B35) Linear systems in control theory (93C05) Synthesis problems (93B50) Banach algebras of differentiable or analytic functions, (H^p)-spaces (46J15) Control/observation systems governed by ordinary differential equations (93C15)
Related Items (3)
A risk-sensitive maximum principle ⋮ In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories ⋮ Solutions to the \(H_{\infty}\) general distance problem which minimize an entropy integral
Cites Work
- A course in \(H_{\infty}\) control theory
- A maximum entropy principle for contractive interpolants
- State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
- A hamiltonian formulation of risk-sensitive Linear/quadratic/gaussian control
- Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses
- Risk-sensitive linear/quadratic/gaussian control
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
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