A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications.
Jianhui HuangGuangchen WangJie XiongPublished in: SIAM J. Control. Optim. (2009)
Keyphrases
- partial information
- control problems
- stochastic control
- optimal control
- reinforcement learning
- incomplete information
- continuous state spaces
- forward and backward
- adaptive control
- queueing systems
- real time
- stochastic differential equations
- stochastic model
- dynamic programming
- brownian motion
- path planning
- optimal solution
- multi agent
- artificial intelligence