Πλοήγηση ανά Θέμα "Stochastic minimum principle"
Αποτελέσματα 1-1 από 1
-
Conference Object
Risk-sensitive/integral control for systems with point process observations
(IEEE, 1994)This paper deals with necessary conditions for integral and exponential-of-integral cost functions, when the signal is a controlled diffusion process, and the observations consist of continuous and discontinuous processes. ...