The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games
dc.contributor.author | Charalambous, Charalambos D. | en |
dc.creator | Charalambous, Charalambos D. | en |
dc.date.accessioned | 2019-04-08T07:45:07Z | |
dc.date.available | 2019-04-08T07:45:07Z | |
dc.date.issued | 1997 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/43025 | |
dc.description.abstract | This paper employs logarithmic transformations to establish relations between continuous-time nonlinear partially observable risk-sensitive control problems and analogous output feedback dynamic games. The first logarithmic transformation is introduced to relate the stochastic information state to a deterministic information state. The second logarithmic transformation is applied to the risk-sensitive cost function using the Laplace-Varadhan lemma. In the small noise limit, this cost function is shown to be logarithmically equivalent to the cost function of an analogous dynamic game. | en |
dc.source | IEEE Transactions on Automatic Control | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0031199655&doi=10.1109%2f9.618249&partnerID=40&md5=1f2543f452e3ba26767d730faa7da0d5 | |
dc.subject | Game theory | en |
dc.subject | Differential equations | en |
dc.subject | Stochastic control systems | en |
dc.subject | Mathematical transformations | en |
dc.subject | Feedback control | en |
dc.subject | Stochastic control | en |
dc.subject | Nonlinear control systems | en |
dc.subject | Risk sensitive | en |
dc.subject | Dynamic games | en |
dc.subject | Laplace varadhan lemma | en |
dc.subject | Logarithmic transformations | en |
dc.subject | Risk sensitive control | en |
dc.subject | Small-noise limit | en |
dc.subject | Spurious signal noise | en |
dc.title | The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1109/9.618249 | |
dc.description.volume | 42 | |
dc.description.issue | 8 | |
dc.description.startingpage | 1163 | |
dc.description.endingpage | 1170 | |
dc.author.faculty | Πολυτεχνική Σχολή / Faculty of Engineering | |
dc.author.department | Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering | |
dc.type.uhtype | Article | en |
dc.source.abbreviation | IEEE Trans Autom Control | en |
dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
dc.gnosis.orcid | 0000-0002-2168-0231 |
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