Browsing by Subject "Minimum principle"
Now showing items 1-3 of 3
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Conference Object
Applications of minimum principle for continuous-time partially observable risk-sensitive control problems
(IEEE, 1995)This paper employs the minimum principle derived in [1], for nonlinear partially observable exponential of integral control problems, to solve linear-exponential-quadratic-Gaussian (LEQG) tracking problems using two different ...
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Article
Necessary conditions of optimization for partially observed controlled diffusions
(1999)Necessary conditions are derived for stochastic partially observed control problems when the control enters the drift coefficient and correlation between signal and observation noise is allowed. The problem is formulated ...
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Article
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 ...