Risk sensitive identification of linear stochastic systems.

László Gerencsér György Michaletzky Zsuzsanna Vágó

Published in: Math. Control. Signals Syst. (2005)

Keyphrases

stochastic systems
risk sensitive
optimal control
utility function
stochastic models
markov decision processes
sample path
confidence intervals
optimality criterion
control policies
model free
decision theoretic
markov decision problems