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 language | English (US) |
|---|---|
| Pages (from-to) | 1278-1282 |
| Number of pages | 5 |
| Journal | Proceedings of the American Control Conference |
| Volume | 2 |
| State | Published - 1997 |
| Externally published | Yes |
| Event | Proceedings of the 1997 American Control Conference. Part 3 (of 6) - Albuquerque, NM, USA Duration: Jun 4 1997 → Jun 6 1997 |
ASJC Scopus subject areas
- Electrical and Electronic Engineering