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.

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Risk-Sensitive Optimal Control canonical 1

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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 ⓘ
risk-averse decision making ⓘ
robust optimal control ⓘ
usesConcept exponential-of-integral performance index ⓘ
risk-sensitive cost function ⓘ
stochastic dynamic programming ⓘ

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Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

Peter Whittle → notableWork → Risk-Sensitive Optimal Control ⓘ