Central Difference Formulation of Risk-Sensitive Filter.

Smita Sadhu M. Srinivasan Shovan Bhaumik Tapan Kumar Ghoshal

Published in: IEEE Signal Process. Lett. (2007)

Keyphrases

risk sensitive
optimal control
utility function
efficient optimization
markov decision processes
model free
optimality criterion
markov decision chains
foraging theory
expected utility
decision theoretic
genetic algorithm
bayesian networks
dynamic programming
average cost