Near optimality of stochastic control in systems with unknown parameter processes

DOI10.1007/BF01189478zbMath0825.93959OpenAlexW2068546455MaRDI QIDQ1322717

G. George Yin, Qing Zhang

Publication date: 5 May 1994

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01189478

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Optimal stochastic control (93E20) Random measures (60G57)

Related Items

Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems ⋮ Control of dynamic systems under the influence of singularly perturbed Markov chains

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