We show that risk-sensitive control problems and deterministic dynamic games can be connected, under rather mild assumptions, by a small noise limit. In order to control this limit, new techniques are developed to study propagation of large deviations through conditional probabilities
This thesis deals with the robust control of nonlinear systems subject to persistent bounded non-add...
In this paper, we construct the information state for robust output feedback control of set-valued d...
AbstractThis is the third paper, after Bernhard (Expected value, feared value and partial informatio...
We show that discrete-time, partially observed, risk-sensitive control problems over an infinite tim...
In this paper we solve a finite-horizon partially observed risk- sensitive stochastic optimal contro...
In this paper we consider robust and risk sensitive control of discrete time finite state systems on...
Stochastic control problems on a finite horizon with exponential cost criteria are considered. By ta...
We show that a large class of discrete-time dynamic games can be obtained as a limit of stochastic c...
This paper clarifies the relationship between risksensitive and robust control. This topic has recei...
The Bellman equation of the risk-sensitive control problem with full observation is considered. It a...
In this paper we carry out a formal analysis of an output feedback risk-sensitive stochastic control...
Abstract. We investigate the relationship between stochastic impulse control prob-lems and determini...
In this paper, the risk-sensitive nonlinear stochastic filtering problem is addressed in both contin...
We consider duality relations between risk-sensitive stochastic control problems and dynamic games. ...
In this article we review a model of stochastic evolution under general noisy best-response protocol...
This thesis deals with the robust control of nonlinear systems subject to persistent bounded non-add...
In this paper, we construct the information state for robust output feedback control of set-valued d...
AbstractThis is the third paper, after Bernhard (Expected value, feared value and partial informatio...
We show that discrete-time, partially observed, risk-sensitive control problems over an infinite tim...
In this paper we solve a finite-horizon partially observed risk- sensitive stochastic optimal contro...
In this paper we consider robust and risk sensitive control of discrete time finite state systems on...
Stochastic control problems on a finite horizon with exponential cost criteria are considered. By ta...
We show that a large class of discrete-time dynamic games can be obtained as a limit of stochastic c...
This paper clarifies the relationship between risksensitive and robust control. This topic has recei...
The Bellman equation of the risk-sensitive control problem with full observation is considered. It a...
In this paper we carry out a formal analysis of an output feedback risk-sensitive stochastic control...
Abstract. We investigate the relationship between stochastic impulse control prob-lems and determini...
In this paper, the risk-sensitive nonlinear stochastic filtering problem is addressed in both contin...
We consider duality relations between risk-sensitive stochastic control problems and dynamic games. ...
In this article we review a model of stochastic evolution under general noisy best-response protocol...
This thesis deals with the robust control of nonlinear systems subject to persistent bounded non-add...
In this paper, we construct the information state for robust output feedback control of set-valued d...
AbstractThis is the third paper, after Bernhard (Expected value, feared value and partial informatio...