Risk-sensitive and risk-neutral control for continuous-time hidden Markov models
type: Item
instance of: scholarly article
title: Risk-sensitive and risk-neutral control for continuous-time hidden Markov models
zbMATH Open document ID: 0853.93104
DOI: 10.1007/BF01182472
author: Matthew R. James
author: Robert J. Elliott
published in: Applied Mathematics and Optimization
publication date: 1996-12-17T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L25
zbMATH DE Number: 897232
zbMATH Keywords: optimal control
zbMATH Keywords: dynamic programming
zbMATH Keywords: viscosity solution
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01182472
OpenAlex ID: W1966436575
description: scientific article; zbMATH DE number 897232