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Risk-sensitive linear/quadratic/gaussian control - MaRDI portal

Risk-sensitive linear/quadratic/gaussian control (Q3951999)

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Risk-sensitive linear/quadratic/gaussian control
scientific article

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    title
    Risk-sensitive linear/quadratic/gaussian control (English)
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    DOI
    10.2307/1426972
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    publication date
    1981
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    Mathematics Subject Classification ID
    93E20
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    93C55
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    93E11
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    93E10
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    62M20
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    zbMATH DE Number
    3771485
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    zbMATH Keywords
    linear-quadratic-Gaussian control
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    risk-sensitive control
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    certainty equivalence
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    separation theorem
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    Wikidata QID
    Q88978439
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    author
    Peter Whittle
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    OpenAlex ID
    W2027591506
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