Indefinite risk-sensitive control (Q2681175): Difference between revisions

@@ Property / DOI @@
-.1016/j.ejcon.2022.100741
@@ Property / DOI: 10.1016/j.ejcon.2022.100741 / rank @@
-Normal rank
@@ Property / cites work @@
+Q4003646
@@ Property / cites work: Q4003646 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index
+Normal rank
@@ Property / cites work @@
+OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND
+Normal rank
@@ Property / cites work @@
+Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation
+Normal rank
@@ Property / cites work @@
+On the application of minimum principle for solving partially observable risk-sensitive control problems
+Normal rank
@@ Property / cites work @@
+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
+Normal rank
@@ Property / cites work @@
+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II
+Normal rank
@@ Property / cites work @@
+Risk-sensitive control for a class of nonlinear systems with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Generalised risk-sensitive control with full and partial state observation
+Normal rank
@@ Property / cites work @@
+Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model
+Normal rank
@@ Property / cites work @@
+Q4648886
@@ Property / cites work: Q4648886 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stochastic regulators with state-dependent weights
+Normal rank
@@ Property / cites work @@
+Optimal regulators for a class of nonlinear stochastic systems
+Normal rank
@@ Property / cites work @@
+State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
+Normal rank
@@ Property / cites work @@
+Risk-sensitive portfolio optimization problems with fixed income securities
+Normal rank
@@ Property / cites work @@
+Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls
+Normal rank
@@ Property / cites work @@
+Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
+Normal rank
@@ Property / cites work @@
+A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications
+Normal rank
@@ Property / cites work @@
+Q4211565
@@ Property / cites work: Q4211565 / rank @@
+Normal rank
@@ Property / cites work @@
+The dynamic linear exponential Gaussian team problem
+Normal rank
@@ Property / cites work @@
+On the optimal control of stochastic systems with an exponential-of- integral performance index
+Normal rank
@@ Property / cites work @@
+Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon
+Normal rank
@@ Property / cites work @@
+Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
+Normal rank
@@ Property / cites work @@
+A new risk-sensitive maximum principle
@@ Property / cites work: A new risk-sensitive maximum principle / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple-objective risk-sensitive control and its small noise limit
+Normal rank
@@ Property / cites work @@
+Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
+Normal rank
@@ Property / cites work @@
+Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
+Normal rank
@@ Property / cites work @@
+An adaptive terminal guidance scheme based on an exponential cost criterion with application to homing missile guidance
+Normal rank
@@ Property / cites work @@
+Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria
+Normal rank
@@ Property / cites work @@
+Risk-sensitive linear/quadratic/gaussian control
@@ Property / cites work: Risk-sensitive linear/quadratic/gaussian control / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997540
@@ Property / cites work: Q3997540 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.EJCON.2022.100741
@@ Property / DOI: 10.1016/J.EJCON.2022.100741 / rank @@
+Normal rank