Finite-dimensional risk-sensitive control problem

SIAM Journal on Control and Optimization

Volumn 33, Issue 6, 1995, Pages 1834-1846

  Bensoussan, Alain ^a   Elliott, Robert J ^a  

^a Informatique et en Automatique ^*  (France)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL NONLINEARITIES; CONTROL THEORY; LINEAR ALGEBRA; MATHEMATICAL MODELS; MATHEMATICAL TECHNIQUES; PROBLEM SOLVING;

BACKWARD ADJOINT EQUATION; CONTROL PROBLEM; QUADRATIC; SEPARATION PRINCIPLE; ZAKAI EQUATION;

STOCHASTIC CONTROL SYSTEMS;

EID: 0029408486     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012993255879     Document Type: Article

References (12)