Name
Title | ||
|---|---|---|
Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls |
Abstract | ||
|---|---|---|
In this technical note, we study a class of partial information risk-sensitive optimal controls. The main results are some necessary and sufficient conditions for these partial information control problems. For illustration, one example is proposed and then solved using our results. |
Year | DOI | Venue |
|---|---|---|
2010 | 10.1109/TAC.2010.2044275 | IEEE Trans. Automat. Contr. |
Keywords | Field | DocType |
Optimal control,Control systems,Portfolios,Sufficient conditions,Filtration,Stochastic systems,Mathematics,Stochastic processes | Mathematical optimization,Maximum principle,Optimal control,Control theory,Stochastic process,Girsanov theorem,Control system,Robust control,Factor analysis of information risk,Mathematics,Complete information | Journal |
Volume | Issue | ISSN |
55 | 6 | 0018-9286 |
Citations | PageRank | References |
4 | 0.63 | 4 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Jianhui Huang | 1 | 81 | 14.20 |
| Xun Li | 2 | 97 | 14.61 |
| Guangchen Wang | 3 | 153 | 18.94 |