Recent results in controlled Markov chains with risk sensitive average criteria: the vanishing discount approach

PROCEEDINGS ARTICLE published in Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

Authors: R. Cavazos-Cadena | E. Fernandez-Gaucherand

Value iteration for controlled Markov chains with risk sensitive cost criterion

PROCEEDINGS ARTICLE published in Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

Authors: T. Bielecki | D. Hernandez-Hernandez | S.R. Pliska

Multiple objective risk-sensitive control and stochastic differential games

PROCEEDINGS ARTICLE published in Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

Authors: A.E.B. Lim | X.Y. Zhou | J.B. Moore

Guaranteed cost LQG filtering for stochastic discrete time uncertain systems via risk-sensitive control

PROCEEDINGS ARTICLE published in Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

Authors: V.A. Ugrinovskii | I.R. Petersen