Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
General Engineering
Link
http://epubs.siam.org/doi/pdf/10.1137/0308012
Reference5 articles.
1. On the Existence of Optimal Stochastic Controls
2. Optimal Control of Partially Observable Diffusions
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