Partially observable nonlinear risk-sensitive control problems: dynamic programming and verification theorems

DOI10.1109/9.618242zbMath0886.93070OpenAlexW2149987058MaRDI QIDQ4357990

Charalambos D. Charalambous

Publication date: 28 September 1997

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/2ba7698fd6f3271d0db358e69f81be6b82eb3464

zbMATH Keywords

stochastic controlseparation principlerisk-sensitive criterion

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (4)

New explicit filters and smoothers for diffusions with nonlinear drift and measurements ⋮ Risk-Sensitive Mean-Field Type Control Under Partial Observation ⋮ Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost ⋮ Unnamed Item

This page was built for publication: Partially observable nonlinear risk-sensitive control problems: dynamic programming and verification theorems