Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation (Q6148450): Difference between revisions

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Latest revision as of 12:20, 26 August 2024

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

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    Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation (English)
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    7 February 2024
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    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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