Browsing by Author "Moore, Kevin L."
Now showing items 1-3 of 3
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Conference Object
H∞-optimal control of singularly perturbed discrete-time systems, and risk-sensitive control
Naidu, D. Subbaram; Charalambous, Charalambos D.; Moore, Kevin L.; Abdelrahman, M. A. (IEEE, 1994)The H∞-optimal control and risk-sensitive control of linear singularly perturbed, discrete-time systems is described. It is shown that the Riccati equation associated with the solution of the H∞-optimal control problem, ...
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Conference Object
Risk-sensitive control, differential games, and limiting problems in infinite dimensions
Charalambous, Charalambos D.; Naidu, Subbaram; Moore, Kevin L. (IEEE, 1994)In this paper we present the solutions of the stochastic finite and infinite horizon risk-sensitive control problems in infinite dimensions, with μ, ε > 0, respectively, representing the risk-sensitivity and small noise ...
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Conference Object
Solvable risk-sensitive control problems with output feedback
Charalambous, Charalambos D.; Naidu, D. Subbaram; Moore, Kevin L. (IEEE, 1994)In this paper a partially observed nonlinear stochastic control with exponential running cost is considered. Explicit solutions for evaluating expectations of exponential functions are found when the control is assumed to ...