TY - GEN
T1 - Inverse optimal controller design for strict-feedback stochastic systems with exponential-of-integral cost
AU - Tang, Cheng
AU - Başar, Tamer
N1 - Publisher Copyright:
Copyright © 2002 IFAC.
PY - 2002
Y1 - 2002
N2 - 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.
AB - 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.
KW - Risk-sensitive control
KW - Stochastic backstepping design
KW - Stochastic stability
KW - Strict-feedback system
UR - http://www.scopus.com/inward/record.url?scp=84945576213&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84945576213&partnerID=8YFLogxK
U2 - 10.3182/20020721-6-es-1901.01142
DO - 10.3182/20020721-6-es-1901.01142
M3 - Conference contribution
AN - SCOPUS:84945576213
SN - 9783902661746
T3 - IFAC Proceedings Volumes (IFAC-PapersOnline)
SP - 425
EP - 430
BT - IFAC Proceedings Volumes (IFAC-PapersOnline)
A2 - Ferrate, Gabriel
A2 - Camacho, Eduardo F.
A2 - Basanez, Luis
A2 - de la Puente, Juan. A.
PB - IFAC Secretariat
T2 - 15th World Congress of the International Federation of Automatic Control, 2002
Y2 - 21 July 2002 through 26 July 2002
ER -