Detail Risk-Sensitive Control for Time-Delay Systems   Oleh:  Yoneyama, Jun ; Gakuin, Aoyama ; Chitosedai ; Setagaya Jenis: Article from Article Dalam koleksi: Final Program and Book of Abstracts: The 4th Asian Control Conference, September 25-27, 2002 (Sep. 2002), page 71-76. Topik: Risk-Sensitive Control; Time-Delay Systems Fulltext: AC021311.PDF (132.05KB) Isi artikel The partially observed optimal stochastic control of timedelay system, which minimizes the expected value of an exponential cost criterion, is considered. The change of measure technique is employed to obtain the sufficient statistics of the cost criterion given the measurement history, which is called the information state. It is the sufficient statistics for the problem and thus helps to convert the partially observed problem into an equivalent fully observed one. The optimal controller is derived through a set of differential Riccati equations. The result for the finite-time time-delay system is extended to obtain the infinite-time risk-sensitive optimal controller. Furthermore, asymptotic behaviors of small noise and small risk limits of the problems, which correspond to deterministic game and risk-neutral stochastic problem, respectively, are analyzed. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Kembali

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