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

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