Robust Properties of Risk-Sensitive Control

Robust Properties of Risk { Sensitive Control 1 Paul

Risk-sensitive and robust escape criteria

The problem of controlling a noisy process so as to prevent it from leaving a prescribed set has a number of interesting applications. In this paper, new criteria for this problem are considered. First, a risk-sensitive criterion for a stochastic diffusion process model is examined, and it is shown that the value is a classical solution of a related PDE. The qualitative properties of this crite...

Optimization of Hardness Strengths Response of Plantain Fibres Reinforced Polyester Matrix Composites (PFRP) Applying Taguchi Robust Design

Volume fraction of fibres (A), aspect ratio of fibres (B) and fibres orientation (C) are considered as control factors in the determination of hardness strength, hardness strength of plantain fiber reinforced polyester composites (PFR P). These properties were determined for plantain empty fruit bunch (PEFB) and plantain pseudo stem (PPS). Hardness tests were conducted on the replicated samples...

Risk Sensitive Control of Finite StateMachines on an In nite Horizon IW

In this paper we consider robust and risk sensitive control of discrete time nite state systems on an in nite horizon. The solution of the state feedback robust control problem is characterized in terms of the value of an average cost dynamic game. The risk sensitive stochastic optimal control problem is solved using the policy iteration algorithm, and the optimal rate is expressed in terms of ...

A Two-Phase Robust Estimation of Process Dispersion Using M-estimator

Parameter estimation is the first step in constructing any control chart. Most estimators of mean and dispersion are sensitive to the presence of outliers. The data may be contaminated by outliers either locally or globally. The exciting robust estimators deal only with global contamination. In this paper a robust estimator for dispersion is proposed to reduce the effect of local contamination ...