Partially observed non-linear risk-sensitive optimal stopping control for non-linear discrete-time systems
نویسندگان
چکیده
منابع مشابه
Partially observed non-linear risk-sensitive optimal stopping control for non-linear discrete-time systems
In this paper we introduce and solve the partially observed optimal stopping nonlinear risk-sensitive stochastic control problem for discrete-time non-linear systems. The presented results are closely related to previous results for finite horizon partially observed risk-sensitive stochastic control problem. An information state approach is used and a new (three-way) separation principle establ...
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ژورنال
عنوان ژورنال: Systems & Control Letters
سال: 2006
ISSN: 0167-6911
DOI: 10.1016/j.sysconle.2006.03.005