Controlled Diffusions under Full, Partial and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations

MaRDI QIDQ6458255zbMATH OpenFDO

Authors Somnath Pradhan, Serdar Yüksel

Publication date 6 November 2023

Mathematics Subject Classification ID

Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45) Stochastic games, stochastic differential games (91A15) Decentralized systems (93A14) Optimal stochastic control (93E20)

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