scientific article; zbMATH DE number 1147059

MaRDI QIDQ4386538zbMATH OpenFDO

Authors John S. Baras, Matthew R. James

Publication date 29 April 1998

zbMATH Keywords

dynamic gamefinite state systemshidden Markov modelsrisk-sensitive stochastic controlrobust control

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Optimal stochastic control (93E20)

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Cited in

(9)

• Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space
• Risk sensitive control of Markov processes in countable state space
• Risk-sensitive probability for Markov chains
• Finite Horizon Robust State Estimation for Uncertain Finite-Alphabet Hidden Markov Models with Conditional Relative Entropy Constraints
• Risk-Sensitive Control of Finite State Machines on an Infinite Horizon I
• scientific article; zbMATH DE number 2050737 (Why is no real title available?)
• Estimation of hidden Markov models for a partially observed risk sensitive control problem.
• Risk-sensitivity vanishing limit for controlled Markov processes
• The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces

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