On the convergence of a risk sensitive like filter.
Mattia ZorziBernard C. LevyPublished in: CDC (2015)
Keyphrases
- risk sensitive
- optimal control
- utility function
- markov decision processes
- model free
- foraging theory
- control policies
- optimality criterion
- markov decision chains
- expected utility
- markov decision problems
- convergence rate
- efficient optimization
- state space
- probability distribution
- decision theoretic
- dynamic programming