Risk-sensitive control for a class of nonlinear systems with multiplicative noise
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Publication:2439158
DOI10.1016/j.sysconle.2013.07.007zbMath1281.93106OpenAlexW2000503696MaRDI QIDQ2439158
Publication date: 7 March 2014
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: http://bura.brunel.ac.uk/handle/2438/12370
Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Portfolio theory (91G10)
Related Items (5)
Decentralized risk-sensitive design for large-scale stochastic interconnected systems with time-varying delays ⋮ Indefinite risk-sensitive control ⋮ Robust risk‐sensitive control ⋮ Backward stochastic differential equations with unbounded generators ⋮ Optimal stochastic regulators with state-dependent weights
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