Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/15654
Title: Maximum principles for a class of partial information risk-sensitive optimal controls
Authors: Huang, J 
Li, X 
Wang, G
Keywords: Girsanov theorem
Maximum principle
Partial information
Risk-sensitive control
Spike variation
Issue Date: 2010
Publisher: Institute of Electrical and Electronics Engineers
Source: IEEE transactions on automatic control, 2010, v. 55, no. 6, 5422685, p. 1438-1443 How to cite?
Journal: IEEE transactions on automatic control 
Abstract: In this technical note, we study a class of partial information risk-sensitive optimal controls. The main results are some necessary and sufficient conditions for these partial information control problems. For illustration, one example is proposed and then solved using our results.
URI: http://hdl.handle.net/10397/15654
ISSN: 0018-9286
EISSN: 1558-2523
DOI: 10.1109/TAC.2010.2044275
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