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

DOI10.1016/S0167-6911(99)00010-9zbMATH Open0918.93052OpenAlexW1975113494MaRDI QIDQ1292391FDOQ1292391

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

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zbMATH Keywords

stochastic optimal controlLie algebrarisk-sensitive

Mathematics Subject Classification ID

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

Cites Work

• Connections between stochastic control and dynamic games
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• Minimum principle for partially observable nonlinear risk-sensitive control problems using measure-valued decompositions
• General finite-dimensional risk-sensitive problems and small noise limits
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• 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
• Algebraic and Geometric Methods in Nonlinear Filtering
• Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems
• On a new class of finite dimensional estimation algebras
• Finite-Dimensional Filters with Nonlinear Drift IV: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State–Space Dimension 3
• Information states in stochastic control and filtering: a Lie algebraic theoretic approach

Cited In (3)

• Information states in stochastic control and filtering: a Lie algebraic theoretic approach
• Lie algebraic obstructions to \(\Gamma\)-convergence of optimal control problems
• Title not available (Why is that?)

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