Risk-sensitive control and dynamic games: The discrete-time case

System Modelling and Optimization ◽

10.1007/978-0-387-34897-1_17 ◽

1996 ◽

pp. 163-170

Author(s):

Paolo Dai Pra ◽

Cristina Rudari

Keyword(s):

Discrete Time ◽

Dynamic Games ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

Discrete Time Case

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Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems

IEEE Transactions on Automatic Control ◽

10.1109/9.286253 ◽

1994 ◽

Vol 39 (4) ◽

pp. 780-792 ◽

Author(s):

M.R. James ◽

J.S. Baras ◽

R.J. Elliott

Keyword(s):

Nonlinear Systems ◽

Discrete Time ◽

Dynamic Games ◽

Risk Sensitive ◽

Partially Observed ◽

Risk Sensitive Control

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Infinite horizon risk sensitive control of discrete time Markov processes with small risk

Systems & Control Letters ◽

10.1016/s0167-6911(99)00118-8 ◽

2000 ◽

Vol 40 (1) ◽

pp. 15-20 ◽

Author(s):

G.B.Di Masi ◽

Ł. Stettner

Keyword(s):

Markov Processes ◽

Discrete Time ◽

Infinite Horizon ◽

Risk Sensitive ◽

Risk Sensitive Control

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H/sub ∞/-optimal control of singularly perturbed discrete-time systems, and risk-sensitive control

Proceedings of 1994 33rd IEEE Conference on Decision and Control ◽

10.1109/cdc.1994.411193 ◽

2002 ◽

Author(s):

D.S. Naidu ◽

C.D. Charalambous ◽

K.L. Moore ◽

M.A. Abdelrahma

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Singularly Perturbed ◽

Discrete Time Systems ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

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Infinite horizon risk-sensitive control of nonlinear discrete time systems

Proceedings of the 36th IEEE Conference on Decision and Control ◽

10.1109/cdc.1997.657111 ◽

2002 ◽

Author(s):

T. Runolfsson

Keyword(s):

Discrete Time ◽

Infinite Horizon ◽

Discrete Time Systems ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

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Small Parameter Limit for Discrete-Time Partially Observed Risk-Sensitive Control Problems

SIAM Journal on Control and Optimization ◽

10.1137/s0363012996307801 ◽

1998 ◽

Vol 37 (1) ◽

pp. 1-32 ◽

Author(s):

Francesca Albertini ◽

Paolo Dai Pra

Keyword(s):

Small Parameter ◽

Discrete Time ◽

Control Problems ◽

Risk Sensitive ◽

Partially Observed ◽

Risk Sensitive Control

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Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon

SIAM Journal on Control and Optimization ◽

10.1137/s0363012997320614 ◽

1999 ◽

Vol 38 (1) ◽

pp. 61-78 ◽

Author(s):

G. B. Di Masi ◽

L. Stettner

Keyword(s):

Markov Processes ◽

Discrete Time ◽

Infinite Horizon ◽

Risk Sensitive ◽

Risk Sensitive Control

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The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games

IEEE Transactions on Automatic Control ◽

10.1109/9.618249 ◽

1997 ◽

Vol 42 (8) ◽

pp. 1163-1170 ◽

Author(s):

C.D. Charalambous

Keyword(s):

Output Feedback ◽

Dynamic Games ◽

Information State ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

Role Of Information

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Small Parameter Limit for Ergodic, Discrete-Time, Partially Observed, Risk-Sensitive Control Problems

Mathematics of Control Signals and Systems ◽

10.1007/pl00009875 ◽

2001 ◽

Vol 14 (1) ◽

pp. 1-28 ◽

Author(s):

Francesca Albertini ◽

Paolo Dai Pra ◽

Chiara Prior

Keyword(s):

Small Parameter ◽

Discrete Time ◽

Control Problems ◽

Risk Sensitive ◽

Partially Observed ◽

Risk Sensitive Control

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Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management

Mathematical Methods of Operations Research ◽

10.1007/s001860050094 ◽

1999 ◽

Vol 50 (2) ◽

pp. 167-188 ◽

Author(s):

Tomasz Bielecki ◽

Daniel Hernández-Hernández ◽

Stanley R. Pliska

Keyword(s):

Markov Chains ◽

Discrete Time ◽

Portfolio Management ◽

Risk Sensitive ◽

Finite State ◽

Risk Sensitive Control

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Output feedback risk-sensitive control and dynamic games: small noise limits

Proceedings of the 1997 American Control Conference (Cat. No.97CH36041) ◽

10.1109/acc.1997.611834 ◽

1997 ◽

Author(s):

C.D. Charalambous

Keyword(s):

Output Feedback ◽

Dynamic Games ◽

Small Noise ◽

Risk Sensitive ◽

Risk Sensitive Control

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