Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation.

Yunzhang Li Xiaolu Tan Shanjian Tang

Published in: SIAM J. Control. Optim. (2024)

Keyphrases

approximation error
markov chain
closed form
real time
genetic algorithm
approximation algorithms
finite state
neural network
real world
data mining
machine learning
social networks
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search algorithm
approximation methods
semi markov decision processes