Risk-sensitive optimal control for jump systems with application to sampled-data systems

DOI10.1080/00207720117545zbMath1030.93050OpenAlexW2103713883MaRDI QIDQ3153768

Jun Yoneyama

Publication date: 23 February 2004

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207720117545

zbMATH Keywords

sampled-data systemsinformation statepartially observed jump systemsrisk-sensitive stochastic optimal controlsmall-noise limitsmall-risk limit

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Optimal stochastic control (93E20)

This page was built for publication: Risk-sensitive optimal control for jump systems with application to sampled-data systems