Risk-sensitive optimal control of hidden Markov models: structural results

DOI10.1109/9.633830zbMath0891.93087OpenAlexW2138740914MaRDI QIDQ4368700

Emmanuel Fernández-Gaucherand, Steven I. Marcus

Publication date: 4 December 1997

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

Full work available at URL: https://doi.org/10.1109/9.633830

zbMATH Keywords

hidden Markov modelsoptimal stochastic controlinformation staterisk-sensitive optimal control

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (5)

Risk measurement and risk-averse control of partially observable discrete-time Markov systems ⋮ Risk-Sensitive Reinforcement Learning via Policy Gradient Search ⋮ Reachability for partially observable discrete time stochastic hybrid systems ⋮ Unnamed Item ⋮ Computational Methods for Risk-Averse Undiscounted Transient Markov Models

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