On Finite-dimensional Risk-sensitive Estimation.
Subhrakanti DeyJohn B. MoorePublished in: ISSPA (1996)
Keyphrases
- probability distribution
- finite dimensional
- risk sensitive
- utility function
- infinite dimensional
- optimal control
- higher dimensional
- convex sets
- euclidean space
- numerical solution
- markov decision processes
- reproducing kernel hilbert space
- expected utility
- vector space
- decision theoretic
- model free
- least squares
- machine learning
- distance measure
- dynamic programming