Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement

DOI10.1007/s00245-023-09965-5OpenAlexW4360985759MaRDI QIDQ2694481

Serdar Yüksel, Ian Hogeboom-Burr

Publication date: 3 April 2023

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

Full work available at URL: https://arxiv.org/abs/2111.15120

zbMATH Keywords

stochastic controldecentralized stochastic controlinformation structureschange of measures

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)

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