Pages that link to "Item:Q3987144"
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The following pages link to A risk-sensitive maximum principle: the case of imperfect state observation (Q3987144):
Displaying 14 items.
- Dissipative stochastic differential systems with risk-sensitive storage function and control design problems (Q404199) (← links)
- Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368) (← links)
- Dissipativity and risk-sensitivity in control problems (Q650071) (← links)
- Risk sensitive and LEG filtering problems are not equivalent (Q709275) (← links)
- New results in the Lyapunov-type algorithm for algebraic MCV Riccati equations (Q984134) (← links)
- Nash equilibria of risk-sensitive nonlinear stochastic differential games (Q1289390) (← links)
- Optimal control of a stochastic system with an exponential-of-integral performance criterion (Q1329780) (← links)
- Risk-sensitivity, large deviations and stochastic control (Q1330534) (← links)
- Connections between stochastic control and dynamic games (Q1356624) (← links)
- On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions (Q1583076) (← links)
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control (Q2082497) (← links)
- \(H_{\infty}\)-like control for nonlinear stochastic systems (Q2504654) (← links)
- Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796) (← links)
- Variational and optimal control representations of conditioned and driven processes (Q3302168) (← links)
