A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$

SIAM Journal on Control and Optimization ◽

10.1137/18m1218704 ◽

2020 ◽

Vol 58 (1) ◽

pp. 85-103 ◽

Author(s):

Ari Arapostathis ◽

Anup Biswas

Keyword(s):

Variational Formula ◽

Risk Sensitive ◽

Risk Sensitive Control

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Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes

Mathematical Methods of Operations Research ◽

10.1007/s00186-020-00732-8 ◽

2021 ◽

Author(s):

O. L. V. Costa ◽

F. Dufour

Keyword(s):

Markov Processes ◽

Risk Sensitive ◽

Piecewise Deterministic Markov Processes ◽

Risk Sensitive Control ◽

Optimality Equations

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A risk-sensitive control dual approach to a large deviations control problem

Systems & Control Letters ◽

10.1016/s0167-6911(03)00100-2 ◽

2003 ◽

Vol 49 (4) ◽

pp. 295-309 ◽

Author(s):

Huyên Pham

Keyword(s):

Large Deviations ◽

Control Problem ◽

Dual Approach ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

Large Deviations Control

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Some Results on Risk-Sensitive Control with Full Observation

Applied Mathematics & Optimization ◽

10.1007/s002459900067 ◽

1998 ◽

Vol 37 (1) ◽

pp. 1-41 ◽

Author(s):

A. Bensoussan

Keyword(s):

Risk Sensitive ◽

Risk Sensitive Control

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Risk-sensitive control of cash management systems

Operational Research ◽

10.1007/s12351-017-0371-0 ◽

2017 ◽

Vol 20 (2) ◽

pp. 1159-1176 ◽

Author(s):

Francisco Salas-Molina

Keyword(s):

Management Systems ◽

Cash Management ◽

Risk Sensitive ◽

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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Practical Output-Feedback Risk-Sensitive Control for Stochastic Nonlinear Systems with Stable Zero-Dynamics

SIAM Journal on Control and Optimization ◽

10.1137/s0363012903439185 ◽

2006 ◽

Vol 45 (3) ◽

pp. 885-926 ◽

Author(s):

Yun-Gang Liu ◽

Ji-Feng Zhang

Keyword(s):

Nonlinear Systems ◽

Output Feedback ◽

Stochastic Nonlinear Systems ◽

Zero Dynamics ◽

Risk Sensitive ◽

Risk Sensitive Control

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Erratum to: Risk-Sensitive Control with Near Monotone Cost

Applied Mathematics & Optimization ◽

10.1007/s00245-010-9119-4 ◽

2010 ◽

Vol 62 (3) ◽

pp. 435-438 ◽

Author(s):

Anup Biswas ◽

V. S. Borkar ◽

K. Suresh Kumar

Keyword(s):

Risk Sensitive ◽

Risk Sensitive Control

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Risk-Sensitive Control for a Class of Nonlinear Square-Root Processes

Vulnerability, Uncertainty, and Risk ◽

10.1061/9780784413609.109 ◽

2014 ◽

Author(s):

Fan Fei ◽

Bujar Gashi

Keyword(s):

Square Root ◽

Risk Sensitive ◽

Risk Sensitive Control

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Average optimality for risk-sensitive control with general state space

The Annals of Applied Probability ◽

10.1214/105051606000000790 ◽

2007 ◽

Vol 17 (2) ◽

pp. 654-675 ◽

Author(s):

Anna Jaśkiewicz

Keyword(s):

State Space ◽

General State ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

General State Space

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Adaptive Fuzzy Risk-Sensitive Control for Stochastic Strict-Feedback Nonlinear Systems with Unknown Uncertainties

IEEE Transactions on Fuzzy Systems ◽

10.1109/tfuzz.2020.3028644 ◽

2020 ◽

pp. 1-1

Author(s):

Min Ma ◽

K. Sun ◽

T. Wang ◽

J. Qiu

Keyword(s):

Nonlinear Systems ◽

Adaptive Fuzzy ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

Strict Feedback

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