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Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation - MaRDI portal

Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation (Q6148450)

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scientific article; zbMATH DE number 7800993
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Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation
scientific article; zbMATH DE number 7800993

    Statements

    title
    Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation (English)
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    publication date
    7 February 2024
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    zbMATH Keywords
    time discretization
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    stochastic optimal control
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    partial observation
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    compactification method
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    dynamic programming
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    cites work
    Q3997913
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    Q4145540
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    Q4039796
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    Q2703816
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    Q3977387
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    Q3318661
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    Q3862204
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    Identifiers

    arXiv ID
    2302.03329
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    zbMATH DE Number
    7800993
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    DOI
    10.1137/23M1549018
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