Robust properties of risk-sensitive control
type: Item
instance of: scholarly article
title: Robust properties of risk-sensitive control
zbMATH Open document ID: 0971.93081
DOI: 10.1007/PL00009872
author: Paul Dupuis
author: Matthew R. James
author: Ian R. Petersen
published in: MCSS. Mathematics of Control, Signals, and Systems
publication date: 2001-11-04T00:00:00Z
review text: The purpose of this paper is to characterize and prove robustness properties of risk-sensitive controllers precisely. The authors mainly presented the following two results: (1) explicit bounds of the average output power in terms of the input power, (2) a stochastic version of the small gain theorem, which is expressed in terms of the risk-sensitive criterion. In particular, (2) provides a motivation for the use of a risk-sensitive criterion in stochastic robustness.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93B35
zbMATH DE Number: 1569515
zbMATH Keywords: robustness
zbMATH Keywords: risk-sensitive controllers
zbMATH Keywords: small gain theorem
reviewed by: Makiko Nisio
MaRDI profile type: Publication
full work available at URL: pl00009872
OpenAlex ID: W2117843344
description: scientific article; zbMATH DE number 1569515