On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions (Q3986621)
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scientific article; zbMATH DE number 29124
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions |
scientific article; zbMATH DE number 29124 |
Statements
On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions (English)
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27 June 1992
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controlled diffusions
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infinite horizon stochastic control problem
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impulse controls
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stopping time
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successive approximations
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optimal control strategy
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0.9380121
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0.9134128
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0.91339445
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