Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls.

Jianhui Huang Xun Li Guangchen Wang

Published in: IEEE Trans. Autom. Control. (2010)

Keyphrases

partial information
risk sensitive
optimal control
incomplete information
risk neutral
optimality criterion
utility function
control policies
learning algorithm
decision making
reinforcement learning
dynamic programming
machine learning
control strategy
average reward