@article {
	title = {Risk-Sensitive Control and Dynamic Games for Partially Observed Discrete-Time Nonlinear Systems},
	author = {James, Matthew R., Baras, John S., Elliott, Robert J.},
	year = {1994},
	month = {04/1994},
	abstract = {In this paper, we solve a finite-horizon partially observed risk-sensitive stochastic optimal control problem for discrete-time nonlinear systems and obtain small noise and small risk limits. The small noise limit is interpreted as a deterministic partially observed dynamic game, and new insights into the optimal solution of such game problems are obtained. Both the risk-sensitive stochastic control problem and the deterministic dynamic game problem are solved using information states, dynamic programming, and associated separated policies. A certainty equivalence principle is also discussed. Our results have implications for the nonlinear robust stabilization problem. The small risk limit is a standard partially observed risk-neutral stochastic optimal control problem.},
	pages = {pp.  780-792},
	volume = {Vol. 39},
	number = {No. 9},
	journal = {IEEE Transactions on Automatic Control.}
}
