Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
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Publication:4309222
DOI10.1109/9.286253zbMath0807.93067OpenAlexW2127082526MaRDI QIDQ4309222
Robert J. Elliott, John S. Baras, Matthew R. James
Publication date: 2 March 1995
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.286253
dynamic programmingcertainty equivalence principlediscrete-time nonlinear systemsfinite-horizonpartial observationnonlinear robust stabilizationrisk-sensitive stochastic optimal controldeterministic partially observed dynamic game
Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Observability (93B07) Optimal stochastic control (93E20) Probabilistic games; gambling (91A60)
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