scientific article; zbMATH DE number 1474998

zbMATH Open1041.93551MaRDI QIDQ4489592FDOQ4489592

Authors: Qiangwei Yu, Guangfu Cao 

Publication date: 1999

Title of this publication is not available (Why is that?)

Recommendations

• Risk-sensitive filtering, prediction and smoothing for discrete-time singular systems
• Indefinite risk-sensitive control
• scientific article; zbMATH DE number 1147077
• Risk-sensitive optimal investment policy
• Publication:4885140

zbMATH Keywords

Kalman filteringrisk sensitivityreal estate investmentlinear system control

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Discrete-time control/observation systems (93C55) Application models in control theory (93C95)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4489592)