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Applications of minimum principle for continuous-time partially observable risk-sensitive control problems

dc.contributor.authorCharalambous, Charalambos D.en
dc.contributor.authorHibey, Joseph L.en
dc.creatorCharalambous, Charalambos D.en
dc.creatorHibey, Joseph L.en
dc.date.accessioned2019-04-08T07:45:14Z
dc.date.available2019-04-08T07:45:14Z
dc.date.issued1995
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/43078
dc.description.abstractThis paper employs the minimum principle derived in [1], for nonlinear partially observable exponential of integral control problems, to solve linear-exponential-quadratic-Gaussian (LEQG) tracking problems using two different approaches. This minimum principle consists of an information state equation, an adjoint equation with terminal condition, and a Hamiltonian functional. The two approaches used to solve LEQG problems are particularly attractive because they do not assume a certainty equivalence principle.en
dc.publisherIEEEen
dc.sourceProceedings of the IEEE Conference on Decision and Controlen
dc.sourceProceedings of the IEEE Conference on Decision and Controlen
dc.source.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-0029485836&partnerID=40&md5=38fb894634ca8d54248d7b98f0f17eb9
dc.subjectProblem solvingen
dc.subjectStochastic control systemsen
dc.subjectIntegral equationsen
dc.subjectVectorsen
dc.subjectControl theoryen
dc.subjectFunctionsen
dc.subjectMaximum principleen
dc.subjectPartial differential equationsen
dc.subjectMinimum principleen
dc.subjectCompletely observable control problemen
dc.subjectHamiltonian functionen
dc.subjectInformation state equationen
dc.subjectLinear exponential quadratic gaussianen
dc.subjectPartially observable control problemen
dc.titleApplications of minimum principle for continuous-time partially observable risk-sensitive control problemsen
dc.typeinfo:eu-repo/semantics/conferenceObject
dc.description.volume4
dc.description.startingpage3420
dc.description.endingpage3422
dc.author.facultyΠολυτεχνική Σχολή / Faculty of Engineering
dc.author.departmentΤμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering
dc.type.uhtypeConference Objecten
dc.contributor.orcidCharalambous, Charalambos D. [0000-0002-2168-0231]
dc.gnosis.orcid0000-0002-2168-0231


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