Risk sensitive filtering equations in infinite dimensional spaces with counting observation.
Patrick FlorchingerPublished in: CDC (2000)
Keyphrases
- infinite dimensional
- risk sensitive
- quotient space
- optimal control
- finite dimensional
- utility function
- markov decision processes
- numerical solution
- infinite horizon
- shape space
- model free
- convex sets
- expected utility
- reinforcement learning
- optimality criterion
- markov decision problems
- differential equations
- shape analysis
- statistical analysis
- mathematical model
- high dimensional
- decision theoretic
- state space
- control policies
- probability distribution
- dynamic programming
- bayesian networks