Description
Book SynopsisThe concept of a system as an entity in its own right has emergedwith increasing force in the past few decades in, for example, theareas of electrical and control engineering, economics, ecology,urban structures, automaton theory, operational research andindustry. The more definite concept of a large-scale system isimplicit in these applications, but is particularly evident infields such as the study of communication networks, computernetworks and neural networks. The Wiley-Interscience Series inSystems and Optimization has been established to serve the needs ofresearchers in these rapidly developing fields. It is intended forworks concerned with developments in quantitative systems theory,applications of such theory in areas of interest, or associatedmethodology.
This is the first book-length treatment of risk-sensitive control,with many new results. The quadratic cost function of the standardLQG (linear/quadratic/Gaussian) treatment is replaced by theexponential of a quadrat
Table of ContentsBASICS.
Deterministic Models.
Stochastic Models.
BEYOND.
Risk-Sensitive and H infinity Criteria.
Time-Integral Methods and Optimal Stationary Policies.
Near-Determinism and Large Deviation Theory.
Appendices.
References.
Index.
