Backstepping controller design for nonlinear stochastic systems under a risk-sensitive cost criterion

Zigang Pan, Tamer Basar

Research output: Contribution to journalConference articlepeer-review

Abstract

The paper develops a methodology for recursive construction of optimal and near-optimal controllers for strict-feedback stochastic nonlinear systems under a risk-sensitive cost function criterion. The design procedure follows the integrator backstepping methodology, and the controllers obtained guarantee any desired level of long-term average cost, for a given risk-sensitivity parameter θ. Furthermore, they lead to closed-loop system trajectories that are bounded in probability, and in some cases asymptotically stable in the large. These results also generalize to nonlinear systems with strongly stabilizable zero dynamics.

Original languageEnglish (US)
Pages (from-to)1278-1282
Number of pages5
JournalProceedings of the American Control Conference
Volume2
StatePublished - Jan 1 1997
Externally publishedYes
EventProceedings of the 1997 American Control Conference. Part 3 (of 6) - Albuquerque, NM, USA
Duration: Jun 4 1997Jun 6 1997

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

Fingerprint Dive into the research topics of 'Backstepping controller design for nonlinear stochastic systems under a risk-sensitive cost criterion'. Together they form a unique fingerprint.

Cite this