✦ LIBER ✦

Examples of optimal control for partially observable systems:comparison, classical, and martingale methods †

✍ Scribed by Beneš, Václav E.; Karatzas, Ioannis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An Existence Theorem on Optimal Control

✍ Ahmed, N. U.; Teo, K. L. 📂 Article 📅 1974 🏛 Society for Industrial and Applied Mathematics ⚖ 420 KB

A maximum principle for partially observ

✍ Zhen Wu 📂 Article 📅 2010 🏛 Science in China Press (SCP) 🌐 English ⚖ 172 KB

Classical Method of Moments for Partiall

✍ Hiroki Masuda 📂 Article 📅 2005 🏛 Springer Netherlands 🌐 English ⚖ 197 KB

An approximation method for stochastic c

✍ A. Bensoussan; W. Runggaldier 📂 Article 📅 1987 🏛 Springer Netherlands 🌐 English ⚖ 772 KB

Maximum Principle for Partially-Observed

✍ J. T. Shi; Z. Wu 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 703 KB

A new method of solving the optimal cont

✍ L.E. Shaikhet 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 268 KB