Inverse optimal controller design for strict-feedback stochastic systems with exponential-of-integral cost

Cheng Tang, M Tamer Basar

Research output: Contribution to journalConference article

Abstract

For a class of nonlinear stochastic systems in strict-feedback form, where the diffusion coefficients depend on the state, we obtain risk-sensitive state-feedback controllers which are both globally inverse optimal and locally sub-optimal. These controllers also lead to closed-loop system trajectories that are bounded in probability.

Original languageEnglish (US)
Pages (from-to)425-430
Number of pages6
JournalIFAC Proceedings Volumes (IFAC-PapersOnline)
Volume15
Issue number1
StatePublished - Jan 1 2002
Event15th World Congress of the International Federation of Automatic Control, 2002 - Barcelona, Spain
Duration: Jul 21 2002Jul 26 2002

Keywords

  • Risk-sensitive control
  • Stochastic backstepping design
  • Stochastic stability
  • Strict-feedback system

ASJC Scopus subject areas

  • Control and Systems Engineering

Fingerprint Dive into the research topics of 'Inverse optimal controller design for strict-feedback stochastic systems with exponential-of-integral cost'. Together they form a unique fingerprint.

  • Cite this