Model Simplification and Optimal Control of Stochastic Singularly Perturbed Systems under Exponentiated Quadratic Cost
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012993259361
Reference24 articles.
1. Time Consistency and Robustness of Equilibria in Non-Cooperative Dynamic Games* *The current version of this paper has benefited from comments received from the audience at the Conference on ‘Dynamic Policy Games in Economics’ and from the two referees. I am also grateful to Mark Salmon, of the University of Warwick, for several constructive suggestions on an earlier version of the paper. The work was partially conducted while the author was spending a sabbatical year at INRIA, Sophia Antipolis, France. Our research in the area of multiple-agent decision-making, some of which has been reported here, has been partially supported by the Air Force Office of Scientific Research under Grants AFOSR 84-0056 and AFOSR 88-OI78, through the University of Illinois at Urbana-Champaign.
2. H∞-Optimal Control and Related Minimax Design Problems
3. Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index
4. A decomposition of near-optimum regulators for systems with slow and fast modes
5. Risk sensitive optimal control and differential games
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