Chapter
Jul 7, 2014
Risk-Sensitive Control for a Class of Nonlinear Square-Root Processes
Publication: Vulnerability, Uncertainty, and Risk: Quantification, Mitigation, and Management
Abstract
In this paper, we consider the risk-sensitive control problem for a class of nonlinear systems. The nonlinearity consists of quadratic and square-root terms in the state. By using the completion of squares method, the solution to such an optimal control problem is obtained in an explicit closed-form.
Get full access to this article
View all available purchase options and get full access to this chapter.
Information & Authors
Information
Published In
Vulnerability, Uncertainty, and Risk: Quantification, Mitigation, and Management
Pages: 1076 - 1085
Copyright
© 2014 American Society of Civil Engineers.
History
Published online: Jul 7, 2014
Permissions
Request permissions for this article.
ASCE Technical Topics:
Authors
Affiliations
Institute of Financial and Actuarial Mathematics (IFAM), The University of Liverpool, Liverpool, L69 7ZL, UK. E-mail: [email protected]
Institute of Financial and Actuarial Mathematics (IFAM), The University of Liverpool, Liverpool, L69 7ZL, UK. E-mail: [email protected]
Metrics & Citations
Metrics
Citations
Download citation
If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.
Cited by
View Options
Get Access
Access content
Please select your options to get access
Log in/Register
Log in via your institution (Shibboleth)
ASCE Members:
Please log in to see member pricing
Purchase
Save for later Item saved, go to cart Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.
Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
Get Access
Access content
Please select your options to get access
Log in/Register
Log in via your institution (Shibboleth)
ASCE Members:
Please log in to see member pricing
Purchase
Save for later Item saved, go to cart Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.
Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.