On the application of minimum principle for solving partially observable risk-sensitive control problems

DOI10.1016/0167-6911(95)00067-4zbMath0866.93100MaRDI QIDQ1351406

Joseph L. Hibey, Charalambos D. Charalambous

Publication date: 27 February 1997

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(95)00067-4

zbMATH Keywords

Pontryagin's minimum principle; risk-sensitive; partially observable

Mathematics Subject Classification ID

93E20: Optimal stochastic control

Related Items

Robust risk‐sensitive control, Optimal stochastic regulators with state-dependent weights, Indefinite risk-sensitive control

Cites Work

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• On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations
• General finite-dimensional risk-sensitive problems and small noise limits