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

DOI10.1016/0167-6911(95)00067-4zbMath0866.93100OpenAlexW1994133845MaRDI 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 principlerisk-sensitivepartially observable

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (3)

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

Cites Work

• Unnamed Item
• Densities of a measure-valued process governed by a stochastic partial differential equation
• Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
• Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index
• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
• On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations
• General finite-dimensional risk-sensitive problems and small noise limits

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