Browsing by Subject "Risksensitive"
Now showing items 15 of 5

Article
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 ...

Article
Classes of nonlinear partially observable stochastic optimal control problems with explicit optimal control laws
(1998)This paper introduces certain nonlinear partially observable stochastic optimal control problems which are equivalent to completely observable control problems with finitedimensional state space. In some cases the optimal ...

Article
Lie algebraic methods in optimal control of stochastic systems with exponentialofintegral cost
(1999)The purpose of this paper is to formulate and study the optimal control of partially observed stochastic systems with exponentialofintegralsample cost, known as risksensitive problems, using Lie algebraic tools. This ...

Article
New finitedimensional risksensitive filters: Small noise limits
(1998)This paper is concerned with continuoustime nonlinear risksensitive filters. It is shown that for large classes of nonlinearities entering both the dynamics and measurements, these filters are finitedimensional ...

Article
On the application of minimum principle for solving partially observable risksensitive control problems
(1996)This paper is concerned with the application of a minimum principle derived for general nonlinear partially observable exponentialofintegral control problems, to solve linearexponentialquadraticGaussian problems. This ...