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