Robust Limits of Risk Sensitive Nonlinear Filters

Wendell H. Fleming, William M. McEneaney. Robust Limits of Risk Sensitive Nonlinear Filters. MCSS, 14(2):109-142, 2001. [doi]

@article{FlemingM01,
  title = {Robust Limits of Risk Sensitive Nonlinear Filters},
  author = {Wendell H. Fleming and William M. McEneaney},
  year = {2001},
  doi = {10.1007/PL00009879},
  url = {http://dx.doi.org/10.1007/PL00009879},
  researchr = {https://researchr.org/publication/FlemingM01},
  cites = {0},
  citedby = {0},
  journal = {MCSS},
  volume = {14},
  number = {2},
  pages = {109-142},
}