SESSION: ThA5 Risk-sensitive control

CHAIRS:
ORGANIZER:
... to be announced ...
J.S. Baras,
Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral sample cost: examples
Charalambos D. Charalambous, McGill University
Small parameter limit for discrete-time, partially observed risk-sensitive control problems
Paolo Dai Pra, Università di Padova
Risk-sensitive ergodic control of discrete-time Markov processes
Giovanni Battista Di Masi, Università di Padova, L. Stettner, Polish Academy of Sciences - Warsaw School of Management
Risk-sensitive filtering and an associated computational method
William M. McEneaney, North Carolina State University