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Nonlinear Semigroups for Partially Observed Risk-Sensitive Control and Minimax Games

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Stochastic Analysis, Control, Optimization and Applications

Part of the book series: Systems & Control: Foundations & Applications ((SCFA))

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Abstract

This paper presents a heuristic discussion of Nisio semigroups and generators for partially observed risk-sensitive control and minimax games as well as a unified framework based on a space of generalized measures. These ideas are motivated by the current lack of understanding of nonlinear infinite dimensional dynamic programming PDEs, the practical need to accommodate “singular” information states, and the desire to develop a common mathematical framework useful for “robust control”.

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Authors
  1. Matthew R. James
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Editor information

Editors and Affiliations

  1. Department of Mathematics, North Carolina State University, Raleigh, NC, 27695, USA

    William M. McEneaney

  2. Department of Mathematics, Wayne State University, Detroit, MI, 48202, USA

    G. George Yin

  3. Department of Mathematics, University of Georgia, Athens, GA, 30602, USA

    Qing Zhang

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© 1999 Springer Science+Business Media New York

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James, M.R. (1999). Nonlinear Semigroups for Partially Observed Risk-Sensitive Control and Minimax Games. In: McEneaney, W.M., Yin, G.G., Zhang, Q. (eds) Stochastic Analysis, Control, Optimization and Applications. Systems & Control: Foundations & Applications. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1784-8_4

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  • DOI: https://doi.org/10.1007/978-1-4612-1784-8_4

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-7281-6

  • Online ISBN: 978-1-4612-1784-8

  • eBook Packages: Springer Book Archive

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