Dissipativity and Risk-Sensitivity in Control Problems

被引:1
作者
Mazurov, A. Yu. [1 ]
机构
[1] Alekseev State Tech Univ, Polytech Inst, Arzamas, Russia
基金
俄罗斯基础研究基金会;
关键词
STOCHASTIC LINEAR-SYSTEMS; FINITE-STATE MACHINES; DYNAMICAL-SYSTEMS; ISAACS EQUATIONS; COST; PASSIVITY; STABILIZATION; EQUIVALENCE; CRITERIA; INDEX;
D O I
10.1134/S0005117911100183
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper overviews several results connected with using the properties of dissipativity and risk-sensitivity in control problems. It is demonstrated that these properties serve as powerful analysis and synthesis tools for deterministic and stochastic control systems. Finally, we substantiate the relevance of research focused on feasibility of combining the properties in question.
引用
收藏
页码:2196 / 2209
页数:14
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