• DocumentCode
    1506685
  • Title

    Analysis of a risk-sensitive control problem for hidden Markov chains

  • Author

    Hernández-Hernández, Daniel ; Marcus, Steven I. ; Fard, Pedram J.

  • Author_Institution
    Dept. de Matematicas, CINVESTAV-IPN, Mexico City, Mexico
  • Volume
    44
  • Issue
    5
  • fYear
    1999
  • fDate
    5/1/1999 12:00:00 AM
  • Firstpage
    1093
  • Lastpage
    1100
  • Abstract
    In this paper the risk-sensitive control of partially observed Markov decision processes is considered. The replacement problem is analyzed in this context, and the structure of risk sensitive optimal controllers is given
  • Keywords
    control system analysis; hidden Markov models; optimal control; stochastic systems; HMM; hidden Markov chains; partially observed Markov decision processes; replacement problem; risk-sensitive control analysis; Costs; Dynamic programming; Equations; Hidden Markov models; Mathematics; Optimal control; Process control; Risk analysis; State-space methods; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.763237
  • Filename
    763237
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1506685