### Abstract

Risk-sensitive optimal stochastic control problems have an interpretation in terms of managing the value of a denumerable linear combination of the cumulants of a traditional performance index. Such an interpretation is particularly attractive in the context of physical control problems with a naturally occurring process which is well modelled in the stochastic sense. Of course the extremely important case of civil structures assailed by earthquakes, wind, and seas is precisely such a problem. This paper considers a state-feedback solution to the LQG version of this problem class. The formulation is parameterized by the number k of cumulants chosen for design. A general solution of this k-cumulant problem, together with studies of its application to the SDOF system described by Chung, Reinhorn, and Soong in [1], is the subject of this work.

Original language | English (US) |
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Pages (from-to) | 500-504 |

Number of pages | 5 |

Journal | Proceedings of the American Control Conference |

Volume | 1 |

State | Published - Dec 1 1999 |

Externally published | Yes |

Event | Proceedings of the 1999 American Control Conference (99ACC) - San Diego, CA, USA Duration: Jun 2 1999 → Jun 4 1999 |

### ASJC Scopus subject areas

- Electrical and Electronic Engineering

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## Cite this

*Proceedings of the American Control Conference*,

*1*, 500-504.