Search Results for: Risk Sensitive Optimal Control

The two major themes of this book are risk-sensitive control and path-integral or Hamiltonian formulation. It covers risk-sensitive certainty-equivalence princi

This workshop on stochastic theory and adaptive control assembled many of the leading researchers on stochastic control and stochastic adaptive control to incre

This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic program

Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical inve

Top researchers in optimization and control from around the world gathered in Detroit for the 18th annual IFIP TC7 Conference on Systems Modelling and Optimizat