Now showing items 1-3 of 3
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 ...
Probabilistic Language Framework for Stochastic Discrete Event Systems
We introduce the notion of probabilistic languages to describe the qualitative behavior of stochastic discrete event systems. Regular language operators such as choice, concatenation, and Kleene-closure have been defined ...
Risk Sensitive Control of Markov Processes in Countable State Space
In this paper we consider infinite horizon risk-sensitive control of Markov processes with discrete time and denumerable state space. This problem is solved proving, under suitable conditions, that there exists a bounded ...