Risk-Sensitive and Risk-Neutral Control for Continuous-Time Hidden Markov Models

doi:10.1007/s002459900019

Risk-Sensitive and Risk-Neutral Control for Continuous-Time Hidden Markov Models

Applied Mathematics & Optimization ◽

10.1007/s002459900019 ◽

1996 ◽

Vol 34 (1) ◽

pp. 37-50

Keyword(s):

Hidden Markov Models ◽

Continuous Time ◽

Markov Models ◽

Hidden Markov ◽

Risk Sensitive ◽

Risk Neutral

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Risk-sensitive and risk-neutral control for continuous-time hidden Markov models

Applied Mathematics & Optimization ◽

10.1007/bf01182472 ◽

1996 ◽

Vol 34 (1) ◽

pp. 37-50 ◽

Cited By ~ 5

Author(s):

M. R. James ◽

R. J. Elliott

Keyword(s):

Hidden Markov Models ◽

Continuous Time ◽

Markov Models ◽

Hidden Markov ◽

Risk Sensitive ◽

Risk Neutral

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Change point estimation for continuous-time hidden Markov models

Systems & Control Letters ◽

10.1016/j.sysconle.2012.11.007 ◽

2013 ◽

Vol 62 (2) ◽

pp. 112-114 ◽

Cited By ~ 4

Author(s):

Robert J. Elliott ◽

Jia Deng

Keyword(s):

Hidden Markov Models ◽

Continuous Time ◽

Change Point ◽

Markov Models ◽

Hidden Markov ◽

Point Estimation ◽

Change Point Estimation

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An S-Plus Implementation of Hidden Markov Models in Continuous Time

Journal of Computational and Graphical Statistics ◽

10.2307/1391083 ◽

2000 ◽

Vol 9 (4) ◽

pp. 621 ◽

Cited By ~ 1

Author(s):

Alexandre Bureau ◽

James P. Hughes ◽

Stephen C. Shiboski

Keyword(s):

Hidden Markov Models ◽

Continuous Time ◽

Markov Models ◽

Hidden Markov

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Particle filtering for continuous-time hidden Markov models

ESAIM Proceedings ◽

10.1051/proc:071903 ◽

2007 ◽

Vol 19 ◽

pp. 12-17 ◽

Cited By ~ 3

Author(s):

Nicolas Chopin ◽

Elisa Varini

Keyword(s):

Hidden Markov Models ◽

Continuous Time ◽

Particle Filtering ◽

Markov Models ◽

Hidden Markov

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Continuous-time Hidden Markov models in Network Simulation

2008 IEEE International Symposium on Knowledge Acquisition and Modeling Workshop ◽

10.1109/kamw.2008.4810577 ◽

2008 ◽

Author(s):

Tang Bo ◽

Tan Xiaobin ◽

Yin Baoqun

Keyword(s):

Hidden Markov Models ◽

Continuous Time ◽

Markov Models ◽

Hidden Markov ◽

Network Simulation

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Event-triggered smoothing for hidden Markov models: Risk-sensitive and MMSE results

Automatica ◽

10.1016/j.automatica.2021.109933 ◽

2021 ◽

Vol 134 ◽

pp. 109933

Author(s):

Meiqi Cheng ◽

Dawei Shi ◽

Tongwen Chen

Keyword(s):

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Risk Sensitive ◽

Event Triggered

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An S-Plus Implementation of Hidden Markov Models in Continuous Time

Journal of Computational and Graphical Statistics ◽

10.1080/10618600.2000.10474903 ◽

2000 ◽

Vol 9 (4) ◽

pp. 621-632

Author(s):

Alexandre Bureau ◽

James P. Hughes ◽

Stephen C. Shiboski

Keyword(s):

Hidden Markov Models ◽

Continuous Time ◽

Markov Models ◽

Hidden Markov

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Risk-sensitive filters for identification of hidden Markov models

1999 Information, Decision and Control. Data and Information Fusion Symposium, Signal Processing and Communications Symposium and Decision and Control Symposium. Proceedings (Cat. No.99EX251) ◽

10.1109/idc.1999.754144 ◽

1999 ◽

Author(s):

J. Thorne ◽

J.B. Moore

Keyword(s):

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Risk Sensitive

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Bayesian continuous-time hidden Markov models with covariate selection for intensive longitudinal data with measurement error.

Psychological Methods ◽

10.1037/met0000433 ◽

2021 ◽

Author(s):

Mingrui Liang ◽

Matthew D. Koslovsky ◽

Emily T. Hébert ◽

Darla E. Kendzor ◽

Michael S. Businelle ◽

...

Keyword(s):

Measurement Error ◽

Longitudinal Data ◽

Hidden Markov Models ◽

Continuous Time ◽

Markov Models ◽

Hidden Markov ◽

Covariate Selection ◽

Intensive Longitudinal Data ◽

Selection For

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Filterbased stochastic volatility in continuous-time hidden Markov models

Econometrics and Statistics ◽

10.1016/j.ecosta.2016.10.007 ◽

2018 ◽

Vol 6 ◽

pp. 1-21 ◽

Cited By ~ 4

Author(s):

Vikram Krishnamurthy ◽

Elisabeth Leoff ◽

Jörn Sass

Keyword(s):

Hidden Markov Models ◽

Stochastic Volatility ◽

Continuous Time ◽

Markov Models ◽

Hidden Markov

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