Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation (Q6148450)
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scientific article; zbMATH DE number 7800993
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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