On the certainty equivalence principle and the optimal control of partially observed dynamic games

Publisher Website

1 January 1994

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control

Vol. 39 (11) , 2321-2324
https://doi.org/10.1109/9.333786

Abstract

No abstract available

Keywords

This publication has 5 references indexed in Scilit:

Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
IEEE Transactions on Automatic Control, 1994
Structural properties of minimax controllers for a class of differential games arising in nonlinear control
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A risk-sensitive maximum principle: the case of imperfect state observation
IEEE Transactions on Automatic Control, 1991
H∞-Optimal Control and Related
Published by Springer Nature ,1991
Risk-sensitive linear/quadratic/gaussian control
Advances in Applied Probability, 1981