Controlled Diffusions under Full, Partial and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations
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Publication:6458255
arXiv2311.03254MaRDI QIDQ6458255FDOQ6458255
Authors: Somnath Pradhan, Serdar Yüksel 
Publication date: 6 November 2023
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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