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Partially observable nonlinear risk-sensitive control problems: dynamic programming and verification theorems - MaRDI portal

Partially observable nonlinear risk-sensitive control problems: dynamic programming and verification theorems (Q4357990)

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scientific article; zbMATH DE number 1067114
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English
Partially observable nonlinear risk-sensitive control problems: dynamic programming and verification theorems
scientific article; zbMATH DE number 1067114

    Statements

    Partially observable nonlinear risk-sensitive control problems: dynamic programming and verification theorems (English)
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    28 September 1997
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    stochastic control
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    risk-sensitive criterion
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    separation principle
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