Risk-sensitive control with HARA utility.

Andrew E. B. Lim Xun Yu Zhou

Published in: IEEE Trans. Autom. Control. (2001)

Keyphrases

risk sensitive
utility function
optimal control
control system
markov decision processes
decision problems
control policies
expected utility
control strategies
dynamic programming
control strategy
markov decision chains
real time
long run
mathematical model
decision makers
supervised learning