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Risk-sensitive control for a class of nonlinear systems with multiplicative noise

โœ Scribed by Date, Paresh; Gashi, Bujar


Book ID
120981514
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
462 KB
Volume
62
Category
Article
ISSN
0167-6911

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Risk-sensitive control for a class of ho
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