Risk-Sensitive Optimal Control
E695667
Risk-Sensitive Optimal Control is a foundational work in control theory that develops methods for designing controllers that explicitly account for uncertainty and variability in system performance.
All labels observed (1)
| Label | Occurrences |
|---|---|
| Risk-Sensitive Optimal Control canonical | 1 |
Statements (34)
| Predicate | Object |
|---|---|
| instanceOf |
book
ⓘ
scholarly monograph ⓘ |
| addresses |
model uncertainty in control systems
ⓘ
performance robustness ⓘ trade-off between performance and risk ⓘ |
| aimsTo |
improve reliability of controlled systems
ⓘ
incorporate risk preferences into control design ⓘ limit probability of poor performance outcomes ⓘ |
| appliesTo |
linear systems with noise
ⓘ
nonlinear stochastic systems ⓘ stochastic dynamical systems ⓘ |
| contributionTo |
robust control methodologies
ⓘ
theory of stochastic optimal control ⓘ |
| develops |
control laws that account for performance variability
ⓘ
methods for risk-sensitive controller design ⓘ optimization criteria that penalize risk ⓘ |
| field |
control theory
ⓘ
optimal control ⓘ stochastic control ⓘ |
| focusesOn |
design of controllers under uncertainty
ⓘ
risk-sensitive control ⓘ uncertainty in system performance ⓘ variability in system performance ⓘ |
| influenced |
applications in engineering systems
ⓘ
applications in finance and economics ⓘ subsequent research in risk-aware control ⓘ |
| isDescribedAs |
foundational work in risk-sensitive control theory
ⓘ
framework for optimal control under uncertainty ⓘ |
| relatedTo |
H-infinity control
NERFINISHED
ⓘ
risk-averse decision making ⓘ robust optimal control ⓘ |
| usesConcept |
exponential-of-integral performance index
ⓘ
risk-sensitive cost function ⓘ stochastic dynamic programming ⓘ |
Referenced by (1)
Full triples — surface form annotated when it differs from this entity's canonical label.