Risk-sensitive optimal control
著者
書誌事項
Risk-sensitive optimal control
（Wiley-Interscience series in systems and optimization）
Wiley, c1990
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注記
Includes bibliographical references (p. 241-244) and index
内容説明・目次
内容説明
The two major themes of this book are risk-sensitive control and path-integral or Hamiltonian formulation. It covers risk-sensitive certainty-equivalence principles, the consequent extension of the conventional LQG treatment and the path-integral formulation.
目次
- Part 1 LQG theory summarized: LQG structure, certainty equivalence
- the Markov case - control rules
- the Markov case - state estimation
- the complete dualization of past and future. Part 2 Risk sensitivity, the LEQG formulation: the risk-sensitive certainty-equivalence principle
- the Markov case - future stress and control
- the Markov case - past stress and estimation
- the infinite horizon - limits, break-down points and policy improvement. Part 3 The path-integral (Hamiltonian) approach: path-integral methods, the formalism
- the Markov case - recursions and factorizations
- higher-order models - the general path-integral formalism
- canonical factorization in the control context
- the recoupling of past future
- continuous time - the path-integral formalism
- continuous time - control optimization. Part 4 Connections and variations: the relationship of the LEQG criterion to H and entropy criteria
- variants.
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