Browsing by Subject "Lie algebra"
Now showing items 1-2 of 2
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Article
Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost
(1999)The purpose of this paper is to formulate and study the optimal control of partially observed stochastic systems with exponential-of-integral-sample cost, known as risk-sensitive problems, using Lie algebraic tools. This ...
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Article
So (p, q) Toda systems
(2013)We define an integrable Hamiltonian system of Toda type associated with the real Lie algebra so(p,q). As usual there exist a periodic and a non-periodic version. We construct, using the root space, two Lax pair representations ...