Affiliation:
1. School of Control Science and Engineering, Shandong University, Jinan 250061, China
Abstract
Risk-sensitive maximum principle and verification theorem for controlled system with delay is obtained by virtue of classical convex variational technique. The prime feature in the research is that risk-sensitive parameter ϑ seriously affects adjoint equation and variational inequality. Moreover, a verification theorem of optimality is derived under some concavity conditions. An example is given to illustrate our theoretical result.
Funder
the National Key R&D Program of China
the NSF of China
the NSF of Shandong Province
Subject
General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)
Cited by
1 articles.
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