A Finite-Dimensional Risk-Sensitive Control Problem (Q4862439)
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scientific article; zbMATH DE number 843035
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Finite-Dimensional Risk-Sensitive Control Problem |
scientific article; zbMATH DE number 843035 |
Statements
A Finite-Dimensional Risk-Sensitive Control Problem (English)
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8 February 1996
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risk sensitive
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partially observed stochastic control
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exponential running cost
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quadratic
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Zakai equation
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finite-dimensional dynamics
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separation principle
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