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Upravlenie Bol'shimi Sistemami, 2010, Issue 29, Pages 42–67 (Mi ubs385)  
Mathematical Control Theory

Dissipativity and risk-sensitivity in control problems

A. Yu. Mazurov

Arzamas Polytechnical Institute of Nizhny Novgorod State Technical University, Arzamas
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Abstract: The paper reviews some results regarding application of dissipativity and risk-sensitivity in control design problems. These concepts are shown to be effective in solving the problems of analysis and synthesis for deterministic and stochastic systems. The research of possibility of dissipativity and risk-sensitivity integration is shown to be promising.
Keywords: dissipativity, risk-sensitivity, stabilization, $\mathcal L_2$-, $\mathcal H_2$-, $\mathcal H_\infty$-control, robust control, differential games.
Document Type: Article
UDC: 681.5.011+681.5.013
BBC: 22.18
Language: Russian
Citation: A. Yu. Mazurov, “Dissipativity and risk-sensitivity in control problems”, UBS, 29 (2010), 42–67
Citation in format AMSBIB
\Bibitem{Maz10}
\by A.~Yu.~Mazurov
\paper Dissipativity and risk-sensitivity in control problems
\jour UBS
\yr 2010
\vol 29
\pages 42--67
\mathnet{http://mi.mathnet.ru/ubs385}
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