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Type: BOOK - Published: 1990-05-11 - Publisher:
The two major themes of this book are risk-sensitive control and path-integral or Hamiltonian formulation. It covers risk-sensitive certainty-equivalence princi
Language: en
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Type: BOOK - Published: 2023 - Publisher:
We discuss how to solve infinite-horizon optimal control problems with recursive preferences à la Hansen and Sargent (1995) when both backward and forward-look
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Type: BOOK - Published: 1992 - Publisher:
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Language: en
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Pages: 474
Type: BOOK - Published: 1996-08-01 - Publisher: Wiley
The concept of a system as an entity in its own right has emerged with increasing force in the past few decades in, for example, the areas of electrical and con