An Information-State Approach to Risk Sensitive Tracking Problems

@inproceedings{Iain1994AnIA,
  title={An Information-State Approach to Risk Sensitive Tracking Problems},
  author={Iain and B. Conings and Mwanja Tenywa Matthew and Richard James and John and Billy F. Moore},
  year={1994}
}
In this paper we use the information-state approach to obtain solutions to risk-sensitive quadratic control problems. Speci cally we consider the case of tracking a desired trajectory. Results are presented for linear discrete-time models with Gaussian noise, and also for nite-discrete state, discrete-time hidden Markov models with continuous-range observations. These results give insight to more general information-state methods for nonlinear systems. Using such methods the tracking solution… CONTINUE READING
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