Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost

DOI10.1016/S0167-6911(99)00010-9MaRDI QIDQ1292391zbMATH OpenOpenAlexFDO

Authors Charalambos D. Charalambous

Publication date 21 June 1999

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

Full work available at URL https://doi.org/10.1016/s0167-6911(99)00010-9

zbMATH Keywords

stochastic optimal controlLie algebrarisk-sensitive

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

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Cites work

• scientific article; zbMATH DE number 3868304 (Why is no real title available?)
• scientific article; zbMATH DE number 3782849 (Why is no real title available?)
• Algebraic and Geometric Methods in Nonlinear Filtering
• Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems
• Connections between stochastic control and dynamic games
• Finite-Dimensional Filters with Nonlinear Drift IV: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State–Space Dimension 3
• General finite-dimensional risk-sensitive problems and small noise limits
• Information states in stochastic control and filtering: a Lie algebraic theoretic approach
• Minimum principle for partially observable nonlinear risk-sensitive control problems using measure-valued decompositions
• On a new class of finite dimensional estimation algebras
• Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index
• Partially observable nonlinear risk-sensitive control problems: dynamic programming and verification theorems
• The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games

Cited in

(4)

• Information states in stochastic control and filtering: a Lie algebraic theoretic approach
• Lie-algebraic connections between two classes of risk-sensitive performance criteria for linear quantum stochastic systems
• Lie algebraic obstructions to \(\Gamma\)-convergence of optimal control problems
• scientific article; zbMATH DE number 6148138 (Why is no real title available?)

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