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Risk-sensitive/integral control for systems with point process observations

dc.contributor.authorCharalambous, Charalambos D.en
dc.contributor.authorHibey, Joseph L.en
dc.creatorCharalambous, Charalambos D.en
dc.creatorHibey, Joseph L.en
dc.date.accessioned2019-04-08T07:45:15Z
dc.date.available2019-04-08T07:45:15Z
dc.date.issued1994
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/43081
dc.description.abstractThis 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. These problems are reformulated as infinite dimensional stochastic problems having full information, with state the Zakai equation for the integral cost, and the information state for the exponential-of-integral cost. The approach is the one considered in [1] for the case of integral cost with continuous observations.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-s2.0-0028758788&partnerID=40&md5=ee92e0266ce3e1d31a582165a6b1a34a
dc.subjectProbabilityen
dc.subjectStochastic control systemsen
dc.subjectSet theoryen
dc.subjectIntegral equationsen
dc.subjectControl theoryen
dc.subjectFunctionsen
dc.subjectEquations of stateen
dc.subjectExponential of integral cost functionsen
dc.subjectInfinite dimensional stochastic problemsen
dc.subjectPoint process observationsen
dc.subjectRisk sensitive integral controlen
dc.subjectStochastic minimum principleen
dc.titleRisk-sensitive/integral control for systems with point process observationsen
dc.typeinfo:eu-repo/semantics/conferenceObject
dc.description.volume3
dc.description.startingpage2182
dc.description.endingpage2183
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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