Risk-sensitive probability for Markov chains

Systems and Control Letters

Volumn 54, Issue 5, 2005, Pages 493-502

  Ramezani, Vahid Reza ^a   Marcus, Steven I ^a  

^a UNIVERSITY OF MARYLAND   (United States)

Author keywords

Asymptotic periodicity; Markov chains; Risk sensitive estimation

Indexed keywords

ASYMPTOTIC STABILITY; NONLINEAR SYSTEMS; OPTIMIZATION; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; STATE ESTIMATION;

ASYMPTOTIC PERIODICITY; ERROR FUNCTIONS; MAXIMUM A POSTERIOR PROBABILITY ESTIMATION (MAP); RISK SENSITIVE ESTIMATION;

MARKOV PROCESSES;

EID: 15844397986     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sysconle.2004.06.009     Document Type: Article

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