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Optimality conditions for partial information stochastic control problems driven by Lévy processes.
Khaled Bahlali
Nabil Khelfallah
Brahim Mezerdi
Published in:
Syst. Control. Lett. (2012)
Keyphrases
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partial information
control problems
optimality conditions
optimal control
nonlinear programming
incomplete information
reinforcement learning
stochastic control
lower level
stochastic processes
adaptive control
semi infinite programming
search algorithm
cost function
sample size