Risk-Sensitive Optimal Control
Download or Read eBook Risk-Sensitive Optimal Control PDF 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.
| Author | : Peter Whittle |
| Publisher | : |
| Total Pages | : 266 |
| Release | : 1990-05-11 |
| ISBN-10 | : STANFORD:36105032526159 |
| ISBN-13 | : |
| Rating | : 4/5 (59 Downloads) |
Book Synopsis Risk-Sensitive Optimal Control by : Peter Whittle
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.
