Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672)
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scientific article; zbMATH DE number 7765073
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for hybrid optimal control problems under partial observation |
scientific article; zbMATH DE number 7765073 |
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Stochastic maximum principle for hybrid optimal control problems under partial observation (English)
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14 November 2023
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partial observation
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non-linear filtering
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Markov chain
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maximum principle
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linear quadratic problem
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