Risk Sensitive Optimal Control Peter Whittle

ISBN: 9780471926221

Published: May 11th 1990

Hardcover

246 pages


Description

Risk Sensitive Optimal Control  by  Peter Whittle

Risk Sensitive Optimal Control by Peter Whittle
May 11th 1990 | Hardcover | PDF, EPUB, FB2, DjVu, audiobook, mp3, ZIP | 246 pages | ISBN: 9780471926221 | 7.32 Mb

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)MoreFocusing 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 between policy improvement and the Newton-Raphson method to yield fast guaranteed iterative methods of canonical factorization. Covers the deduction of the natural relationship between Riccati recursions and canonical factorization, the deduction of the form of the canonical factors and the integration of LEQG theory with several methods.



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