Output feedback risk-sensitive control and dynamic games: Small noise limits
Date
1997Publisher
IEEESource
Proceedings of the American Control ConferenceProceedings of the American Control Conference
Volume
1Pages
430-434Google Scholar check
Keyword(s):
Metadata
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This paper employs logarithmic transformations to establish relations between continuous-time nonlinear partially observable risk-sensitive control problems and analogous output feedback dynamic games.