A risk-sensitive maximum principle: the case of imperfect state observation (Q3987144)
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scientific article; zbMATH DE number 30885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risk-sensitive maximum principle: the case of imperfect state observation |
scientific article; zbMATH DE number 30885 |
Statements
A risk-sensitive maximum principle: the case of imperfect state observation (English)
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28 June 1992
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stochastic maximum principle
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incomplete observation
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risk sensitivity
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large deviation
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nonlinear filtering
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