Now showing items 1-3 of 3
Risk-Sensitive Optimal Control of Hidden Markov Models: A Case Study
We consider a risk-sensitive optimal control problem for hidden Markov models (HMM). Building upon recent results by Baras, James and Elliott, we investigate the structure of risk-sensitive controllers for HMM, via an ...
Non-Standard Optimality Criteria for Stochastic Control Problems
In this paper, we survey several recent developments on non- standard optimality criteria for controlled Markov process models of stochastic control problems. Commonly, the criteria employed for optimal decision and control ...
Risk-Sensitive Optimal Control of Hidden Markov Models: Structural Results
We consider a risk-sensitive optimal control problem for hidden Markov models (HMM), i.e. controlled Markov chains where state information is only available to the controller via an output (message) process. Building upon ...