Robust Designs Through Risk Sensitivity: An Overview

Author:

Başar Tamer

Publisher

Springer Science and Business Media LLC

Subject

Information Systems,Computer Science (miscellaneous)

Reference34 articles.

1. Başar T and Bernhard P, H-infinity Optimal Control and Related Minimax Design Problems: A Dynamic Game Approach, Birkhäuser, Boston, Massachusetts, 1995.

2. Hansen L P and Sargent T J Robustness, Princeton University Press, Princeton, New Jersey, 2008.

3. Başar T and Olsder G J, Dynamic Noncooperative Game Theory, SIAM Series in Classics in Applied Mathematics, Philadelphia, Pennsylvania, 1999.

4. Başar T, Risk-averse designs: From exponential cost to stochastic games, System Theory: Modeling, Analysis and Control (Ed. by Djaferis T E and Schick I C), Kluwer, 2000, 131–144.

5. Pan Z and Başar T, Model simplification and optimal control of stochastic singularly perturbed systems under exponentiated quadratic cost, SIAM J. Control and Optimization, 1996, 34(5): 1734–1766.

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