Existence and uniqueness of risk-sensitive estimates

DOI10.1109/TAC.2002.804458MaRDI QIDQ5267036zbMATH OpenOpenAlexFDO

Authors James Ting-Ho Lo, Thomas Wanner

Publication date 20 June 2017

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

Full work available at URL https://doi.org/10.1109/tac.2002.804458

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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Cited in

(1)

• Stochastic gradient algorithm under (h, )-entropy criterion

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