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Now showing items 11-14 of 14
Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems
(1997)
This paper is concerned with partially observed stochastic optimal control problems when nonlinearities enter the dynamics of the unobservable state and the observations as gradients of potential functions. Explicit ...
Partially observable nonlinear risk-sensitive control problems: Dynamic programming and verification theorems
(1997)
In this paper, we consider continuous-time partially observable optimal control problems with exponential-of-integral cost criteria. We derive a rigorous verification theorem when the state and control enter nonlinear in ...
Stochastic nonlinear minimax dynamic games with noisy measurements
(IEEE, 1999)
This paper is concerned with nonlinear stochastic minimax dynamic games which are subject to noisy measurements. The minimizing players are control inputs while the maximizing players are square-integrable stochastic ...
Finite-time disturbance attenuation control problem for singularly perturbed discrete-time systems
(1998)
In this paper we consider the problem of finite-time H∞-optimal control of linear, singularly perturbed, discrete-time systems. The problem is addressed from the game theoretic approach. This leads to a singularly perturbed, ...