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Classes of Nonlinear Partially Observable Stochastic Optimal Control Problems with Explicit Optimal Control Laws - MaRDI portal

Classes of Nonlinear Partially Observable Stochastic Optimal Control Problems with Explicit Optimal Control Laws (Q4388923)

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scientific article; zbMATH DE number 1150687
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Classes of Nonlinear Partially Observable Stochastic Optimal Control Problems with Explicit Optimal Control Laws
scientific article; zbMATH DE number 1150687

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    Classes of Nonlinear Partially Observable Stochastic Optimal Control Problems with Explicit Optimal Control Laws (English)
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    10 May 1998
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    stochastic control
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    risk-sensitive
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    nonlinear filtering
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    sector bounded nonlinearities
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    exact optimal controls
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    partially observable stochastic control
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