Partially observable nonlinear risk-sensitive control problems: Dynamic programming and verification theorems
| dc.contributor.author | Charalambous, Charalambos D. | en |
| dc.creator | Charalambous, Charalambos D. | en |
| dc.date.accessioned | 2019-04-08T07:45:07Z | |
| dc.date.available | 2019-04-08T07:45:07Z | |
| dc.date.issued | 1997 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/43024 | |
| dc.description.abstract | In this paper, we consider continuous-time partially observable optimal control problems with exponential-of-integral cost criteria. We derive a rigorous verification theorem when the state and control enter nonlinear in the dynamics. In addition, we show that the quadratic sensor problem is estimation-solvable with respect to a certain cost criterion. The framework relies on dynamic programming and the Hamilton-Jacobi theory. | en |
| dc.source | IEEE Transactions on Automatic Control | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0031198907&doi=10.1109%2f9.618242&partnerID=40&md5=190aa286f1099f11b0c6a54165145b8b | |
| dc.subject | Dynamic programming | en |
| dc.subject | Random processes | en |
| dc.subject | Optimal control systems | en |
| dc.subject | Differential equations | en |
| dc.subject | Stochastic control systems | en |
| dc.subject | Integral equations | en |
| dc.subject | Sensors | en |
| dc.subject | Stochastic control | en |
| dc.subject | Nonlinear control systems | en |
| dc.subject | Observability | en |
| dc.subject | Finite dimensional controllers | en |
| dc.subject | Finite-dimensional controllers | en |
| dc.subject | Hamilton jacobi theory | en |
| dc.subject | Integral cost criteria | en |
| dc.subject | Risk sensitive | en |
| dc.title | Partially observable nonlinear risk-sensitive control problems: Dynamic programming and verification theorems | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.identifier.doi | 10.1109/9.618242 | |
| dc.description.volume | 42 | |
| dc.description.issue | 8 | |
| dc.description.startingpage | 1130 | |
| dc.description.endingpage | 1138 | |
| dc.author.faculty | Πολυτεχνική Σχολή / Faculty of Engineering | |
| dc.author.department | Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering | |
| dc.type.uhtype | Article | en |
| dc.source.abbreviation | IEEE Trans Autom Control | en |
| dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
| dc.gnosis.orcid | 0000-0002-2168-0231 |
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