Πλοήγηση ανά Θέμα "Risk sensitive control problems"

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    • Conference Object  

      Solvable risk-sensitive control problems with output feedback 

      Charalambous, Charalambos D.; Naidu, D. Subbaram; Moore, Kevin L. (IEEE, 1994)
      In this paper a partially observed nonlinear stochastic control with exponential running cost is considered. Explicit solutions for evaluating expectations of exponential functions are found when the control is assumed to ...