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Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost - MaRDI portal

Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost (Q1292391)

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scientific article; zbMATH DE number 1306123
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English
Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost
scientific article; zbMATH DE number 1306123

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    Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost (English)
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    21 June 1999
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    stochastic optimal control
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    risk-sensitive
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    Lie algebra
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