Dissipativity and risk‐sensitivity in control problems

Dissipativity and risk‐sensitivity in control problems

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Article ID: iaor201110206
Volume: 72
Issue: 10
Start Page Number: 2196
End Page Number: 2209
Publication Date: Oct 2011
Journal: Automation and Remote Control
Authors:
Keywords: risk
Abstract:

This paper overviews several results connected with using the properties of dissipativity and risk‐sensitivity in control problems. It is demonstrated that these properties serve as powerful analysis and synthesis tools for deterministic and stochastic control systems. Finally, we substantiate the relevance of research focused on feasibility of combining the properties in question.

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