Risk-sensitive control of finite state machines on an infinite horizon II

被引：21
|
作者：
Fleming, WH [1 ]
Hernández-Hernández, D
机构：
[1] Brown Univ, Div Appl Math, Providence, RI 02912 USA
[2] Inst Politecn Nacl, CINVESTAV, Dept Math, Mexico City 07000, DF, Mexico
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1999年 / 37卷 / 04期
关键词：
risk-sensitive control; robust control; dynamic games; information states;
D O I：
10.1137/S0363012997321498
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper we present a sequel of [Fleming and Hernandez-Hernandez, SIAM J. Control Optim., 35 (1997), pp. 1790-1810], extending those results to discrete time, output feedback (partial state information) systems. Our aim is to study both robust and risk-sensitive control of such systems on an infinite horizon. Appropriate information states are defined for each case, and dynamic programming results are obtained.
引用
收藏
页码：1048 / 1069
页数：22
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