Indefinite risk-sensitive control

A generalized inverse for matrices

Roger Penrose · Mathematical Proceedings of the Cambridge Philosophical Society · 1955 · 4.5K citations · Full text

Natural Sciences, Computer Science, Algebra +12

State-space formulae for all stabilizing controllers that satisfy an H∞-norm bound and relations to relations to risk sensitivity

K. Glover, John C. Doyle · Systems & Control Letters · 1988 · 1.4K citations

Engineering, Mathematics, Systems Engineering +14

Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games

D. Jacobson · IEEE Transactions on Automatic Control · 1973 · 716 citations

Natural Sciences, Mathematics, Dynamical Systems +16

Risk-sensitive linear/quadratic/gaussian control

Peter Whittle · Advances in Applied Probability · 1981 · 499 citations

Natural Sciences, Mathematics, Optimization +13

Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls

Mustapha Ait Rami, Xun Zhou · IEEE Transactions on Automatic Control · 2000 · 453 citations

Natural Sciences, Mathematics, Differential Equations +16