Higher-moments in perturbation solution of the linear-quadratic exponential Gaussian optimal control problem
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Publication:1812109
DOI10.1023/A:1022270430175zbMath1033.93067OpenAlexW4248671505MaRDI QIDQ1812109
Peter A. Zadrozny, Baoline Chen
Publication date: 18 June 2003
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1022270430175
4th-order Taylor-series approximationlinear-quadratic-exponential-Gaussian objective functionrisk sensitive optimal control
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