Browsing by Subject "Risk sensitive control systems"
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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 ...
(IEEE, 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.