Titlebook: Stochastic Analysis, Control, Optimization and Applications; A Volume in Honor of William M. McEneaney,G. George Yin,Qing Zhang Book 1999 S

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Risk-Sensitive, Minimax, and Mixed Risk-Neutral / Minimax Control of Markov Decision Processesic programming equations for the value function. We synthesize optimal control laws both on the finite and infinite horizon, and establish the effectiveness of the controller as a tool to trade off risk-neutral and minimax objectives.

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疏远天际

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Nonlinear Semigroups for Partially Observed Risk-Sensitive Control and Minimax Gamesas a unified framework based on a space of generalized measures. These ideas are motivated by the current lack of understanding of nonlinear infinite dimensional dynamic programming PDEs, the practical need to accommodate “singular” information states, and the desire to develop a common mathematical

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Nonlinear, Dissipative, Infinite Dimensional Systemsh respect to a given supply rate and a function . is a storage function for the system if and only if . satisfies a suitable partial differential inequality in the sense of viscosity solutions. We also characterize by a representation formula (as the available storage) the minimal among all solution

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On the Solutions of the Equation Arising from the Singular Limit of Some Eigen Problems μ. and the corresponding normalized eigenvector ϕ. for ... Under some conditions, we can write a limiting equation for λ. = ε log μ., ..(.) = ε log ϕ. (.) as ε → 0;. We study it solutions. We show also by some examples that the limit of .., when it exists, may depend on the higher order asymptotics

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Nonlinear ,, Controller Design via Viscosity Supersolutions of the Isaacs Equationem is affine in the control and the disturbance, while the cost function is not necessarily continuous in the state and the control. In each case we prove the existence of viscosity supersolutions under the assumption that the value function is finite, and provide a method for constructing H∞ distur