A risk-sensitive maximum principle: the case of imperfect state observation (Q3987144): Difference between revisions
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Latest revision as of 21:04, 19 March 2024
scientific article
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English | A risk-sensitive maximum principle: the case of imperfect state observation |
scientific article |
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A risk-sensitive maximum principle: the case of imperfect state observation (English)
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28 June 1992
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stochastic maximum principle
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incomplete observation
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risk sensitivity
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large deviation
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nonlinear filtering
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