Risk-sensitive estimation and a differential game

DOI10.1109/9.317123zbMath0816.93080OpenAlexW2043911744MaRDI QIDQ4324934

Jason L. Speyer, Ravi N. Banavar

Publication date: 21 March 1995

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.317123

zbMATH Keywords

differential gamesstate estimationlarge deviationexponential costcontinuous time Gauss-Markov system

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Probabilistic games; gambling (91A60)

Related Items (3)

Risk-sensitive fixed-point smoothing estimation for linear discrete-time systems with multiple output delays ⋮ Min-max Kalman filtering ⋮ Risk-sensitive filtering for discrete-time systems with time-varying delay

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