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

页码：1048 / 1069

页数：22

共 20 条

[1] ANALYSIS OF AN IDENTIFICATION ALGORITHM ARISING IN THE ADAPTIVE ESTIMATION OF MARKOV-CHAINS [J].