@conference {Lim1998Risk-sensitive-,
title = {Risk-sensitive sensor scheduling for discrete-time nonlinear systems},
booktitle = {Decision and Control, 1998. Proceedings of the 37th IEEE Conference on},
volume = {2},
year = {1998},
month = {dec.},
pages = {1859 -1864 vol.2},
abstract = {We consider a discrete time, partially observed risk sensitive optimal control problem in which observations of the state are available from a finite number of different measurement sources. At each time step, one sensor can be chosen. We study the problem of finding the sensor schedule and the system input so that a risk-sensitive cost is minimized. For the general nonlinear case, the problem is generally infinite dimensional. In the case of linear systems however, the information state is finite dimensional, and a finite dimensional suboptimal strategy is presented when the cost is quadratic},
keywords = {discrete time systems, discrete-time nonlinear systems, dynamic programming, finite dimensional suboptimal strategy, information state, multidimensional systems, nonlinear control systems, optimal control, quadratic cost, risk-sensitive cost, risk-sensitive sensor scheduling, sensors},
doi = {10.1109/CDC.1998.758576},
url = {http://dx.doi.org/10.1109/CDC.1998.758576},
author = {Lim, A.E.B. and Krishnamurthy, V.}
}