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A risk sensitive performance index for control problems with a view to Markov jump systems.

Jack Baczynski
Published in: CDC (2012)
Keyphrases
  • control problems
  • optimal control
  • risk sensitive
  • markov chain
  • reinforcement learning
  • dynamic programming
  • complex systems
  • adaptive control
  • real time
  • control system
  • decision theoretic
  • transition probabilities