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 ...
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 ...