Robust properties of risk-sensitive control
From MaRDI portal
Publication:1841265
DOI10.1007/PL00009872zbMath0971.93081OpenAlexW2117843344MaRDI QIDQ1841265
Matthew R. James, Paul Dupuis, Ian R. Petersen
Publication date: 4 November 2001
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/pl00009872
Related Items (20)
Quadratic-exponential functionals of Gaussian quantum processes ⋮ On distributionally robust extreme value analysis ⋮ State-space computation of quadratic-exponential functional rates for linear quantum stochastic systems ⋮ Robustness to Incorrect System Models in Stochastic Control ⋮ Robust risk‐sensitive control ⋮ H∞control for non-linear stochastic systems: the output-feedback case ⋮ Robustness to Approximations and Model Learning in MDPs and POMDPs ⋮ Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence ⋮ A differential game formulation of a controlled network ⋮ Multi-point Gaussian states, quadratic-exponential cost functionals, and large deviations estimates for linear quantum stochastic systems ⋮ Exit time risk-sensitive control for systems of cooperative agents ⋮ \(H_{\infty}\)-like control for nonlinear stochastic systems ⋮ State Distributions and Minimum Relative Entropy Noise Sequences in Uncertain Stochastic Systems: The Discrete-Time Case ⋮ Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime ⋮ Quantifying Distributional Model Risk via Optimal Transport ⋮ Robustness to Incorrect Priors in Partially Observed Stochastic Control ⋮ A robustness result for stochastic control ⋮ Formulation and properties of a divergence used to compare probability measures without absolute continuity ⋮ Infinite-horizon risk-sensitive performance criteria for translation invariant networks of linear quantum stochastic systems ⋮ Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control
This page was built for publication: Robust properties of risk-sensitive control
