ON EXTENDING LINEAR QUADRATIC CONTROL THEORY TO NON-SYMMETRIC RISKY OBJECTIVES

Author:

Caravani P.

Publisher

Elsevier

Reference13 articles.

1. Improved Statistical Linearization for Analysis and Control of Nonlinear Stochastic Systems;BEAMAN;Journal of Dynamic Systems Measurement and Control, ASME Trans,1981

2. Non-linear Quadratic Gaussian Control;BEAMAN;International Journal on 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 Non-stationary Random Excitation;IWAN;International Journal of Nonlinear Mechanics,1980

5. Optimal Fixed Rules and Simple Feedback Laws in the Design of Economic Policy;KARAKITSOS;Automatica,1985

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