Connections between stochastic control and dynamic games
暂无分享,去创建一个
Wolfgang J. Runggaldier | Paolo Dai Pra | Lorenzo Meneghini | W. Runggaldier | P. D. Pra | L. Meneghini
[1] Rhodes,et al. Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games , 1973 .
[2] Dimitri P. Bertsekas,et al. Dynamic Programming and Stochastic Control , 1977, IEEE Transactions on Systems, Man, and Cybernetics.
[3] P. Whittle. Risk-sensitive linear/quadratic/gaussian control , 1981, Advances in Applied Probability.
[4] A. Bensoussan,et al. Optimal control of partially observable stochastic systems with an exponential-of-integral performance index , 1985 .
[5] E. Barron,et al. Total risk aversion, stochastic optimal control, and differential games , 1989 .
[6] P. Whittle. Risk-Sensitive Optimal Control , 1990 .
[7] P. Whittle. A risk-sensitive maximum principle: the case of imperfect state observation , 1991 .
[8] Matthew R. James,et al. Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games , 1992, Math. Control. Signals Syst..
[9] W. Fleming,et al. Risk sensitive optimal control and differential games , 1992 .
[10] M. James,et al. Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems , 1994, IEEE Trans. Autom. Control..
[11] T. Runolfsson. The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games , 1994, IEEE Trans. Autom. Control..
[12] S.I. Marcus,et al. Risk-sensitive optimal control of hidden Markov models: a case study , 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.
[13] W. Fleming,et al. Risk-Sensitive Control on an Infinite Time Horizon , 1995 .
[14] C. Charalambous. The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games , 1997, IEEE Trans. Autom. Control..
[15] J. Lynch,et al. A weak convergence approach to the theory of large deviations , 1997 .