Login / Signup
New finite-dimensional risk-sensitive filters: small noise limits.
Charalambos D. Charalambous
Subhrakanti Dey
Robert J. Elliott
Published in:
IEEE Trans. Autom. Control. (1998)
Keyphrases
</>
finite dimensional
risk sensitive
infinite dimensional
optimal control
higher dimensional
markov decision processes
utility function
numerical solution
convex sets
model free
special case
vector space
low dimensional
euclidean space
optimality criterion
decision theoretic
optimal solution