IEEE - Institute of Electrical and Electronics Engineers, Inc. - A risk-sensitive maximum principle: the case of imperfect state observation

Author(s): P. Whittle
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 July 1991
Volume: 36
Page Count: 9
Page(s): 793 - 801
ISSN (Paper): 0018-9286
ISSN (Online): 1558-2523
DOI: 10.1109/9.85059
Regular:

The risk-sensitive maximum principle for optimal stochastic control derived by the author in an earlier work (System Control Letters, vol.15, 1990) is restated. This is an immediate generalization... View More

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