Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems (Q4309222)

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scientific article; zbMATH DE number 653372
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Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
scientific article; zbMATH DE number 653372

    Statements

    Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems (English)
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    2 March 1995
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    partial observation
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    finite-horizon
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    risk-sensitive stochastic optimal control
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    discrete-time nonlinear systems
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    deterministic partially observed dynamic game
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    dynamic programming
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    certainty equivalence principle
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    nonlinear robust stabilization
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