Sequential Stochastic Control (Single or Multi-Agent) Problems Nearly Admit Change of Measures with Independent Measurements

DOI10.1007/S00245-023-09965-5zbMath1511.49013arXiv2111.15120MaRDI QIDQ6384319

Ian Hogeboom-Burr, Serdar Yüksel

Publication date: 29 November 2021

Mathematics Subject Classification ID

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

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