Risk-sensitive linear/quadratic/gaussian control
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Publication:3951999
DOI10.2307/1426972zbMath0489.93067OpenAlexW2027591506WikidataQ88978439 ScholiaQ88978439MaRDI QIDQ3951999
Publication date: 1981
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1426972
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)
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