Existence and uniqueness of risk-sensitive estimates

IEEE Transactions on Automatic Control

Volumn 47, Issue 11, 2002, Pages 1945-1948

  Lo, James T ^a   Wanner, Thomas ^b  

^a UNIVERSITY OF MARYLAND BALTIMORE COUNTY   (United States)

^b GEORGE MASON UNIVERSITY   (United States)

Author keywords

Existence; Risk sensitive estimate; Uniqueness

Indexed keywords

LINEAR CONTROL SYSTEMS; PARTIAL DIFFERENTIAL EQUATIONS; THEOREM PROVING; VECTORS;

RISK-SENSITIVE ESTIMATES;

STOCHASTIC CONTROL SYSTEMS;

EID: 0036858524     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2002.804458     Document Type: Article

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