Risk-Sensitive Optimal Control

Risk-Sensitive Optimal Control
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Publisher :
Total Pages : 266
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ISBN-10 : STANFORD:36105032526159
ISBN-13 :
Rating : 4/5 ( Downloads)
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Book Synopsis Risk-Sensitive Optimal Control by : Peter Whittle

Download or read book Risk-Sensitive Optimal Control written by Peter Whittle and published by . This book was released on 1990-05-11 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: The two major themes of this book are risk-sensitive control and path-integral or Hamiltonian formulation. It covers risk-sensitive certainty-equivalence principles, the consequent extension of the conventional LQG treatment and the path-integral formulation.


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