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20092026
most citedOn the Separation of Estimation and Control in Risk-Sensitive Investment Problems under Incomplete Observation

2 citations · 5 across the 10 of their papers we have counts for

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math.OC2025

Exploratory Randomization for Discrete-Time Linear Exponential Quadratic Gaussian (LEQG) Problem

Sebastien Lleo, Wolfgang Runggaldier

We investigate exploratory randomization for an extended linear-exponential-quadratic-Gaussian (LEQG) control problem in discrete time. This extended control problem is related to…