Partially Observed Control Problems with Multiplicative Cost
作者： Daniel Hernández-Hernández
DOI: 10.1007/978-1-4612-1784-8_3
关键词:
摘要: In this paper the risk sensitive optimal control problem of discrete time partially observed systems on an infinite horizon is considered. Defining appropriate information state we formulate equivalent with completely dynamics, which solved using dynamic games and programming methods.
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