Inverse Optimal Controller Design for Strict-feedback Stochastic Systems with Exponential-of-integral Cost
نویسندگان
چکیده
For a class of nonlinear stochastic systems in strict-feedback form, where the diffusion coefficients depend on the state, we obtain risk-sensitive state-feedback controllers which are both globally inverse optimal and locally sub-optimal. These controllers also lead to closed-loop system trajectories that are bounded in probability.
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