Solutions to a class of nonstandard stochastic control problems with active learning

DOI10.1109/9.14434zbMath0678.93058OpenAlexW2113005619MaRDI QIDQ3835390

Tamer Başar

Publication date: 1988

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5f26caab770e9dda68a3ab79b77ea81fa46df5f5

zbMATH Keywords

active learningstochastic optimal control problemstochastic linear difference equationgeneral finite horizon problemnested zero-sum games

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Discrete-time control/observation systems (93C55) Other game-theoretic models (91A40) Optimal stochastic control (93E20) Probabilistic games; gambling (91A60)

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