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

Fuente: arXiv

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Bibliographic Details
Main Authors:	Pradhan, Somnath, Yüksel, Serdar
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control primary: 93E20, 93A14, 91A15 secondary: 49K45, 60J60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2311.03254