Partially observable stochastic optimal control
maximum principlenumerical approximationpartial observationsstochastic optimal controlstochastic filteringforward-backward stochastic differential equationsbranching particle system
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)
- scientific article; zbMATH DE number 3950349
- Optimal control of observations in the filtering of diffusion processes. I
- A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information
- Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems
- The maximum principle for partially observed optimal control problems of mean-field FBSDEs
- Partial observation control in an anticipating environment
- Optimal control of an energy storage facility under a changing economic environment and partial information
- Partial observability and learnability
- On the Computational Complexity of Stochastic Controller Optimization in POMDPs
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems
- Optimal control design for a class of quantum stochastic systems with financial applications
- Backward SDEs for control with partial information
- Robustness to Incorrect Priors in Partially Observed Stochastic Control
- Solving quantum stochastic LQR optimal control problem in Fock space and its application in finance
- Technical Note—On the Convexity of Policy Regions in Partially Observed Systems
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems. II
- Stochastic predictive control under intermittent observations and unreliable actions
- Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems
- scientific article; zbMATH DE number 3950349 (Why is no real title available?)
- scientific article; zbMATH DE number 3989241 (Why is no real title available?)
- A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle
- POMDP controllers with optimal budget
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