Browsing by Subject "Risk sensitive"
Now showing items 1-2 of 2
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Article
Partially observable nonlinear risk-sensitive control problems: Dynamic programming and verification theorems
(1997)In this paper, we consider continuous-time partially observable optimal control problems with exponential-of-integral cost criteria. We derive a rigorous verification theorem when the state and control enter nonlinear in ...
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Article
The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games
(1997)This paper employs logarithmic transformations to establish relations between continuous-time nonlinear partially observable risk-sensitive control problems and analogous output feedback dynamic games. The first logarithmic ...