Login / Signup
Necessary conditions for partially observed optimal control of general McKean-Vlasov stochastic differential equations with jumps.
Hakima Miloudi
Shahlar Meherrem
Imad Eddine Lakhdari
Mokhtar Hafayed
Published in:
Int. J. Control (2022)
Keyphrases
</>
optimal control
brownian motion
partially observed
stochastic differential equations
dynamic programming
special case
reinforcement learning
control strategy
infinite horizon
optimal control problems
cost function
probabilistic model
markov chain