Browsing by Subject "Leqg"
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Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems (1997)This paper is concerned with partially observed stochastic optimal control problems when nonlinearities enter the dynamics of the unobservable state and the observations as gradients of potential functions. Explicit ...
On the application of minimum principle for solving partially observable risk-sensitive control problems (1996)This paper is concerned with the application of a minimum principle derived for general nonlinear partially observable exponential-of-integral control problems, to solve linear-exponential-quadratic-Gaussian problems. This ...