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Partially observable Markov decision process

SIAM J. Control Optim. Bensoussan , Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions. Stochastics 9 Bismut , An introductory approach to duality in optimal stochastic control. Han , S. Peng and Z. Wu , Maximum principle for backward doubly stochastic control systems with applications. Haussmann , The maximum principle for optimal control of diffusions with partial information.

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SIAM Journal on Control and Optimization

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Shi , A type of time-symmetric forward-backward stochastic differential equations. Paris, Ser. I Pontryagin , V.

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Lecture 18: Control 3, Partially observable systems, differential algebraic equations

Existence results for stochastic control problems with partial information; References; Index. Du kanske gillar. Spara som favorit. Skickas inom vardagar.

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The problem of stochastic control of partially observable systems plays an important role in many applications. All real problems are in fact of this type, and deterministic control as well as stochastic control with full observation can only be approximations to the real world. This justifies the importance of having a theory as complete as possible, which can be used for numerical implementation. This book first presents those problems under the linear theory that may be dealt with algebraically.

Buckdahn , Li , Ma : A mean-field stochastic control problem with partial observations

Later chapters discuss the nonlinear filtering theory, in which the statistics are infinite dimensional and thus, approximations and perturbation methods are developed. Passar bra ihop. Ladda ned.