• DocumentCode
    336869
  • Title

    Risk sensitive control of discrete time partially observed Markov processes with infinite horizon

  • Author

    Di Masi, G.B. ; Stettner, L.

  • Author_Institution
    Dipt. di Matematica Pura e Applicata, Padova Univ., Italy
  • Volume
    3
  • fYear
    1998
  • fDate
    1998
  • Firstpage
    3467
  • Abstract
    In this paper existence of solutions to the Bellman equation corresponding to risk sensitive control of partially observed discrete time Markov processes is shown; this in turn leads to the existence of optimal strategies. The method used in the paper is based on discounted risk sensitive approximation
  • Keywords
    Markov processes; discrete time systems; observability; probability; approximation; discrete time Markov processes; ergodic cost function; partial observation; probability; risk sensitive control; Cost function; Density measurement; Equations; Extraterrestrial measurements; Infinite horizon; Marketing management; Markov processes; Optimal control; Process control; Random variables;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
  • Conference_Location
    Tampa, FL
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-4394-8
  • Type

    conf

  • DOI
    10.1109/CDC.1998.758242
  • Filename
    758242
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=336869