A risk-sensitive maximum principle: the case of imperfect state observation (Q3987144): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:36, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risk-sensitive maximum principle: the case of imperfect state observation |
scientific article |
Statements
A risk-sensitive maximum principle: the case of imperfect state observation (English)
0 references
28 June 1992
0 references
stochastic maximum principle
0 references
incomplete observation
0 references
risk sensitivity
0 references
large deviation
0 references
nonlinear filtering
0 references
