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Lie-algebraic connections between two classes of risk-sensitive performance criteria for linear quantum stochastic systems.
Igor G. Vladimirov
Ian R. Petersen
Matthew R. James
Published in:
CoRR (2019)
Keyphrases
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stochastic systems
risk sensitive
optimality criterion
optimal control
utility function
stochastic models
markov decision processes
confidence intervals
dynamic programming
sample path
model free
class labels
control policies
markov decision problems