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Robust Limits of Risk Sensitive Nonlinear Filters.

Wendell H. FlemingWilliam M. McEneaney
Published in: Math. Control. Signals Syst. (2001)
Keyphrases
  • risk sensitive
  • nonlinear filters
  • utility function
  • optimal control
  • median filter
  • robust estimation
  • machine learning
  • dynamic programming
  • markov decision processes
  • model free
  • low pass
  • optimality criterion