By Topic

Multiple objective risk-sensitive control and stochastic differential games

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Lim, A.E.B. ; Dept. of Syst. Eng. & Eng. Manage., Chinese Univ. of Hong Kong, Shatin, Hong Kong ; Xun Yu Zhou ; Moore, J.B.

In this paper, we study a (minimizing) multiple-objective risk-sensitive control problem, and show the relationship between this problem, a certain stochastic differential game, and what may be regarded as a multiple-objective deterministic differential game. The limiting deterministic differential game is one in which the opponent seeks to maximize the most vulnerable member of a set of given cost functionals, while the original controller seeks to minimize the worst `damage' that the opponent can do over this set. This forms a natural framework in which many applications can be studied

Published in:

Decision and Control, 1999. Proceedings of the 38th IEEE Conference on  (Volume:1 )

Date of Conference: