On extending linear quadratic control theory to non-symmetric risky objectives-Reference-Cited by-同舟云学术

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On extending linear quadratic control theory to non-symmetric risky objectives

Published:1986-06 Issue:1-2 Volume:10 Page:83-88
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Caravani P.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference8 articles.

1. Improved statistical linearization for analysis and control of nonlinear stochastic systems;Beaman;Journal of Dynamic Systems Measurement and Control, ASME Transactions,1981

2. Non-linear quadratic Gaussian control;Beaman;International Journal of Control,1984

3. The stochastic interdependence of dynamic risk sensitive decision rules;Hughes Hallet;International Journal of System Sciences,1984

4. Equivalent linearization for systems subjected to nonstationary random excitation;Iwan;International Journal of Non-Linear Mechanics,1980

5. Linear optimal control systems;Kwakernaak,1972

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The efficient policy frontier under parameter uncertainty and multiple tools;Journal of Macroeconomics;1990-12

2. Tractable risk sensitive control based on approximate expected utility;Economic Modelling;1990-04

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