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Performance Risk Management in Weakly Coupled Bilinear Stochastic Systems

In: Resilient Controls for Ordering Uncertain Prospects

Author

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  • Khanh D. Pham

    (Space Vehicles Directorate)

Abstract

Skeptics doubted that the gaps in and between the expected value approach and its higher-order variants for ordering uncertain prospects of bilinear stochastic systems were any closer to being bridged in the past. However, the recent development and its results pointed to a number of factors conducive to a breakthrough to resilient controls with risk consequences for the quadratic class of weakly coupled bilinear stochastic systems, when perfect state measurements are available for control feedback.

Suggested Citation

  • Khanh D. Pham, 2014. "Performance Risk Management in Weakly Coupled Bilinear Stochastic Systems," Springer Optimization and Its Applications, in: Resilient Controls for Ordering Uncertain Prospects, edition 127, chapter 0, pages 81-99, Springer.
    • Handle: RePEc:spr:spochp:978-3-319-08705-4_5
    DOI: 10.1007/978-3-319-08705-4_5
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