Dissipativity and risk-sensitivity in control problems

  • Authors:
  • A. Yu. Mazurov

  • Affiliations:
  • Polytechnic Institute of Alekseev State Technical University, Arzamas, Russia

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2011

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Abstract

This paper overviews several results connected with using the properties of dissipativity and risk-sensitivity in control problems. It is demonstrated that these properties serve as powerful analysis and synthesis tools for deterministic and stochastic control systems. Finally, we substantiate the relevance of research focused on feasibility of combining the properties in question.