Partially observable nonlinear risk-sensitive control problems: dynamic programming and verification theorems

Author:

Charalambous C.D.

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

Electrical and Electronic Engineering,Computer Science Applications,Control and Systems Engineering

Cited by 15 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Risk-Sensitive Mean-Field Type Control Under Partial Observation;Stochastics of Environmental and Financial Economics;2015-10-24

2. Optimal Control of Uncertain Stochastic Systems Subject to Total Variation Distance Uncertainty;SIAM Journal on Control and Optimization;2012-01

3. Stochastic Optimal Control Subject to Ambiguity;IFAC Proceedings Volumes;2011-01

4. Optimal stochastic control of discrete-time systems subject to total variation distance uncertainty;49th IEEE Conference on Decision and Control (CDC);2010-12

5. Stochastic optimal control subject to variational norm uncertainty: viscosity subsolution for generalized HJB inequality;Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference;2009-12

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