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Remarks on Risk-Sensitive Control Problems

โœ Scribed by Jose-Luis Menaldi; Maurice Robin


Publisher
Springer
Year
2005
Tongue
English
Weight
179 KB
Volume
52
Category
Article
ISSN
0095-4616

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โœ Cloud Makasu ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 534 KB

A result of Lefebvre [Lefebvre, M. (2001). A different class of homing problems. Systems & Control Letters 42,[347][348][349][350][351][352] is here extended to a two-dimensional homing problem with a risk-sensitive cost criterion. It is shown that the optimal control is given explicitly, and moreov