Analysis of a risk-sensitive control problem for hidden Markov chains

DOI10.1109/9.763237MaRDI QIDQ4506773zbMATH OpenOpenAlexFDO

Authors Daniel Hernández-Hernández, Steven I. Marcus, Pedram Jaefari Fard

Publication date 17 October 2000

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/4e12c75434c22a1c1f60706714ad95ed50d28d38

zbMATH Keywords

partially observed Markov decision processesrisk-sensitive control

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cited in

(4)

• Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion
• Controlled Heterogeneous Collection: The Role of Occupation Numbers
• Risk-sensitive optimal control of hidden Markov models: structural results
• Embedding HMMs-based models in a Euclidean space: the topological hidden Markov models

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