Indefinite risk-sensitive control

Gashi, B; Zhang, MY

Gashi, B (通讯作者),Univ Liverpool, Dept Math Sci, Peach St, Liverpool L69 7ZL, Lancashire, England.

EUROPEAN JOURNAL OF CONTROL, 2023; 69 ():

Abstract

We consider a risk-sensitive control problem with indefinite cost matrices. All solutions to such an optimal control problem are obtained in an explic......

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