Stochastic switching for partially observable dynamics and optimal asset allocation
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Publication:2978077
DOI10.1080/00207179.2016.1186841zbMath1359.93535OpenAlexW2406244526MaRDI QIDQ2978077
Publication date: 21 April 2017
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://www.uts.edu.au/sites/default/files/qfr-archive-03/QFR-rp358.pdf
Optimality conditions and duality in mathematical programming (90C46) Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
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