• 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, ...
    • 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 ...