Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost

DOI10.1016/S0167-6911(99)00010-9zbMath0918.93052OpenAlexW1975113494MaRDI QIDQ1292391

Charalambos D. Charalambous

Publication date: 21 June 1999

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(99)00010-9

zbMATH Keywords

stochastic optimal controlLie algebrarisk-sensitive

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

Cites Work

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