Output Feedback Risk - Sensitive Control and Differential Games for Continuous - Time Nonlinear Systems

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dc.contributor.authorJames, Matthew R.en_US
dc.contributor.authorBaras, John S.en_US
dc.contributor.authorElliott, Robert J.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:53:39Z
dc.date.available2007-05-23T09:53:39Z
dc.date.issued1993en_US
dc.description.abstractIn this paper we carry out a formal analysis of an output feedback risk-sensitive stochastic control problem. Using large deviation limits, this problem is related to a deterministic output feedback differential game. Both problems are solved using appropriate information states. The use of an information state for the game problem is new, and is the principal contribution of our work. Our results have implications for the nonlinear robust stabilization problem.en_US
dc.format.extent343142 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/5370
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1993-24en_US
dc.subjectfilteringen_US
dc.subjectnonlinear systemsen_US
dc.subjectoptimal controlen_US
dc.subjectrobust controlen_US
dc.subjectstochastic systemsen_US
dc.subjectoutput feedbacken_US
dc.subjectdifferential gamesen_US
dc.subjectSystems Integrationen_US
dc.titleOutput Feedback Risk - Sensitive Control and Differential Games for Continuous - Time Nonlinear Systemsen_US
dc.typeTechnical Reporten_US

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