Ergodic risk-sensitive control—a survey

A Biswas, VS Borkar - Annual Reviews in Control, 2023‏ - Elsevier
Risk-sensitive control has received considerable interest since the seminal work of Howard
and Matheson (Howard and Matheson, 1971/72) because of its ability to account for …

[کتاب][B] Partially observed Markov decision processes

V Krishnamurthy - 2016‏ - books.google.com
Covering formulation, algorithms, and structural results, and linking theory to real-world
applications in controlled sensing (including social learning, adaptive radars and sequential …

Markov decision processes with risk-sensitive criteria: an overview

N Bäuerle, A Jaśkiewicz - Mathematical Methods of Operations Research, 2024‏ - Springer
The paper provides an overview of the theory and applications of risk-sensitive Markov
decision processes. The term'risk-sensitive'refers here to the use of the Optimized Certainty …

[کتاب][B] Controlled Markov processes and viscosity solutions

WH Fleming, HM Soner - 2006‏ - books.google.com
This book is an introduction to optimal stochastic control for continuous time Markov
processes and the theory of viscosity solutions. It covers dynamic programming for …

[کتاب][B] Robustness

LP Hansen, TJ Sargent - 2008‏ - degruyter.com
The standard theory of decision making under uncertainty advises the decision maker to
form a statistical model linking outcomes to decisions and then to choose the optimal …

[کتاب][B] H-infinity optimal control and related minimax design problems: a dynamic game approach

T Başar, P Bernhard - 2008‏ - books.google.com
" I believe that the authors have written a first-class book which can be used for a second or
third year graduate level course in the subject... Researchers working in the area will …

[کتاب][B] Hidden Markov models: estimation and control

RJ Elliott, L Aggoun, JB Moore - 2008‏ - books.google.com
As more applications are found, interest in Hidden Markov Models continues to grow.
Following comments and feedback from colleagues, students and other working with Hidden …

Stochastic nonlinear stabilization—I: A backstep** design

H Deng, M Krstić - Systems & Control Letters, 1997‏ - Elsevier
While the current robust nonlinear control toolbox includes a number of methods for systems
affine in deterministic bounded disturbances, the problem when the disturbance is …

Stabilization of stochastic nonlinear systems driven by noise of unknown covariance

H Deng, M Krstic, RJ Williams - IEEE Transactions on automatic …, 2001‏ - ieeexplore.ieee.org
This paper poses and solves a new problem of stochastic (nonlinear) disturbance
attenuation where the task is to make the system solution bounded by a monotone function …

Risk-sensitive control under Markov modulated denial-of-service (DoS) attack strategies

GK Befekadu, V Gupta… - IEEE Transactions on …, 2015‏ - ieeexplore.ieee.org
We consider the problem of risk-sensitive stochastic control under a Markov modulated
denial-of-service (DoS) attack strategy in which the attacker, using a hidden Markov model …