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Hardcover Risk-Sensitive Optimal Control Book
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ISBN: 0471926221

ISBN13: 9780471926221

Risk-Sensitive Optimal Control

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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) 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...

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Format: Hardcover

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Engineering Technology

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