Towards a Risk Sensitivity and Game-Theoretic Approach of Stochastic Fault-Tolerant Systems

Khanh D. Pham
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Khanh D. Pham: Space Vehicles Directorate

Chapter Chapter 3 in Resilient Controls for Ordering Uncertain Prospects, 2014, pp 27-48 from Springer

Abstract: Abstract From a statistical performance perspective, a risk-averse baseline control strategy for the linear-quadratic class of stochastic fault-tolerant control systems in presence of cognitive actuator tampers, structured and environmental uncertainties is obtained by a means of synchronous and adaptive game-theoretic framework. In addition, a radically new view of stochastic fault-tolerant systems design underpinned by mean-risk aware performance indexes is proposed to cater the changing needs for performance risk aversion and reliability despite of adversarial and stochastic elements from operational environments. Last but not least, a tool of computing various stationary higher-order statistics associated with the generalized chi-squared costs or losses has a strong impact on the feasibility of saddle-point equilibrium control strategies for both resilient controller and cognitive actuator tamper.

Keywords: Resilient Controller; Performance Risk Aversion; Saddle Point Equilibrium; Statistical Performance Processes; Desired Probability Density Function (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-319-08705-4_3

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DOI: 10.1007/978-3-319-08705-4_3

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