Risk-sensitive Dissipativity of Linear Quantum Stochastic Systems under Lur'e Type Perturbations of Hamiltonians

Igor G. Vladimirov Ian R. Petersen

Published in: CoRR (2012)

Keyphrases

stochastic systems
risk sensitive
optimal control
stochastic models
utility function
markov decision processes
optimality criterion
sample path
control system
model free
expected utility