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Risk-Sensitive Optimal Control (Wiley Interscience Series in Systems and Optimization)
RiskSensitive Optimal Control - Wiley Interscience Series in Systems and Optimization
Author: Peter Whittle
Focusing on two major themes--risk-sensitive control and path-integral or Hamiltonian formulation--it features in-depth treatment of the risk-sensitive certainty-equivalence principle, the extension of the conventional LQG (linear/quadratic/Gaussian) treatment and the path-integral formulation. Looks at the exploitation of the equivalence betwee...  more »
ISBN-13: 9780471926221
ISBN-10: 0471926221
Pages: 256
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Publisher: John Wiley & Sons
Book Type: Paperback
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