dc.contributor.author Charalambous, Charalambos D. en dc.contributor.author Hibey, Joseph L. en dc.creator Charalambous, Charalambos D. en dc.creator Hibey, Joseph L. en dc.date.accessioned 2019-04-08T07:45:15Z dc.date.available 2019-04-08T07:45:15Z dc.date.issued 1994 dc.identifier.uri http://gnosis.library.ucy.ac.cy/handle/7/43081 dc.description.abstract 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. 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.publisher IEEE en dc.source Proceedings of the IEEE Conference on Decision and Control en dc.source Proceedings of the IEEE Conference on Decision and Control en dc.source.uri https://www.scopus.com/inward/record.uri?eid=2-s2.0-0028758788&partnerID=40&md5=ee92e0266ce3e1d31a582165a6b1a34a dc.subject Probability en dc.subject Stochastic control systems en dc.subject Set theory en dc.subject Integral equations en dc.subject Control theory en dc.subject Functions en dc.subject Equations of state en dc.subject Exponential of integral cost functions en dc.subject Infinite dimensional stochastic problems en dc.subject Point process observations en dc.subject Risk sensitive integral control en dc.subject Stochastic minimum principle en dc.title Risk-sensitive/integral control for systems with point process observations en dc.type info:eu-repo/semantics/conferenceObject dc.description.volume 3 dc.description.startingpage 2182 dc.description.endingpage 2183 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 Conference Object en dc.contributor.orcid Charalambous, Charalambos D. [0000-0002-2168-0231] dc.gnosis.orcid 0000-0002-2168-0231
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