On linear solutions to a class of risk sensitive control for linear systems with stochastic parameters: Infinite time horizon case

Yuji Ito, Kenji Fujimoto, Yukihiro Tadokoro, Takayoshi Yoshimura. On linear solutions to a class of risk sensitive control for linear systems with stochastic parameters: Infinite time horizon case. In 2016 American Control Conference, ACC 2016, Boston, MA, USA, July 6-8, 2016. pages 6580-6585, IEEE, 2016. [doi]

Abstract

Abstract is missing.