Minimum principle for partially observable nonlinear risk-sensitive control problems using measure-valued decompositions
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Publication:4364128
DOI10.1080/17442509608834063zbMath0891.93084OpenAlexW2086264005MaRDI QIDQ4364128
Charalambos D. Charalambous, Joseph L. Hibey
Publication date: 22 July 1998
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509608834063
minimum principlerisk sensitive controlinformation stateLEQG problempartially observed diffusion control problem
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