An Approach to Discrete-Time Stochastic Control Problems under Partial Observation

1987 ◽  
Vol 25 (1) ◽  
pp. 38-48 ◽  
Author(s):  
Giovanni B. Di Masi ◽  
Wolfgang J. Runggaldier
Keyword(s):  
Stochastic Control ◽  
Discrete Time ◽  
Control Problems ◽  
Partial Observation ◽  
Stochastic Control Problems

scholarly journals Convexity and convex approximations of discrete-time stochastic control problems with constraints

Automatica ◽  
2011 ◽  
Vol 47 (9) ◽  
pp. 2082-2087 ◽  
Author(s):  
Eugenio Cinquemani ◽  
Mayank Agarwal ◽  
Debasish Chatterjee ◽  
John Lygeros
Keyword(s):  
Stochastic Control ◽  
Discrete Time ◽  
Control Problems ◽  
Stochastic Control Problems ◽  
Convex Approximations
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