• DocumentCode
    434881
  • Title

    Structured risk-sensitivity for partially observed Markov chains

  • Author

    Ramezani, Vahid R. ; Marcus, Steven I. ; Fu, Michael

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Maryland Univ., College Park, MD, USA
  • Volume
    4
  • fYear
    2004
  • fDate
    14-17 Dec. 2004
  • Firstpage
    3473
  • Abstract
    Product estimators for partially observed Markov chains are introduced and a notion of risk-sensitivity for which the risk is non-uniform and state dependent is defined. Product probability is introduced and studied in the context of left-to-right Markov chains for uniform and state-dependent cases. We show that the qualitative behavior of these estimators is related to certain threshold properties.
  • Keywords
    Markov processes; probability; risk analysis; stochastic systems; left-to-right Markov chains; partially observed Markov chains; product estimators; product probability; risk-sensitivity; structured risk-sensitivity; uniform state dependent cases; Contracts; Cost function; Educational institutions; Error correction; Estimation error; Filters; Smoothing methods; State estimation; Stochastic processes; Yttrium;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2004. CDC. 43rd IEEE Conference on
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-8682-5
  • Type

    conf

  • DOI
    10.1109/CDC.2004.1429247
  • Filename
    1429247
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=434881