Maximum principles for a class of partial information risk-sensitive optimal controls

IEEE Transactions on Automatic Control

Volumn 55, Issue 6, 2010, Pages 1438-1443

  Huang, Jianhui ^a   Li, Xun ^a   Wang, Guangchen ^b  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b SHANDONG NORMAL UNIVERSITY   (China)

Author keywords

Girsanov theorem; Maximum principle; Partial information; Risk sensitive control; Spike variation

Indexed keywords

CONTROL SYSTEMS; MATHEMATICAL MODELS;

GIRSANOV THEOREMS; OPTIMAL CONTROLS; PARTIAL INFORMATION; RISK SENSITIVE CONTROL; SPIKE VARIATION; TECHNICAL NOTES;

MAXIMUM PRINCIPLE;

EID: 77953108041     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2010.2044275     Document Type: Article

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