Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
750343 | Systems & Control Letters | 2011 | 4 Pages |
Abstract
Risk sensitive control problem under near monotonicity condition is considered. We prove existence of a solution to the corresponding Hamilton–Jacobi–Bellman equation by an eigenvalue approach. Existence of an optimal control has also been proved.
Keywords
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Anup Biswas,