Existence and uniqueness of risk-sensitive estimates.

James T. Lo Thomas Wanner

Published in: IEEE Trans. Autom. Control. (2002)

Keyphrases

risk sensitive
optimal control
utility function
markov decision processes
model free
foraging theory
optimality criterion
markov decision chains
sufficient conditions
decision theoretic
control policies
dynamic programming
expected utility
state space
decision makers
markov decision problems