Existence and uniqueness of solutions for a partially observed stochastic control problem

MaRDI QIDQ4925753zbMATH OpenFDO

Authors Meng Li, Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi

Publication date 12 June 2013

zbMATH Keywords

discrete-time Markov processpartially observed stochastic control

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20)

Recommendations

• EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED GENERAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• scientific article; zbMATH DE number 4014596
• scientific article; zbMATH DE number 4183323
• Existence of optimal controls for partially observed diffusions
• scientific article; zbMATH DE number 3983056

Cited in

(3)

• EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED GENERAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• scientific article; zbMATH DE number 3983056 (Why is no real title available?)
• The solution of a partially observed stochastic optimal control problem in terms of predicted miss

This page was built for publication: Existence and uniqueness of solutions for a partially observed stochastic control problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4925753)