PED
发表于 2025-3-21 18:22:46
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吞下
发表于 2025-3-21 21:18:13
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senile-dementia
发表于 2025-3-22 02:12:55
Stochastic maximum principle in the problem of optimal absolutely continuous change of measure,aracterized by a situation when the choice of the control determines the absolutely continuous change of some basic measure. In contrast to the case of diffusion Markov processes (, ), these equations, generally speaking, are not ordinary differential equations here. We base the derivation on
Absenteeism
发表于 2025-3-22 05:20:19
A solution to the partially observed control problem of linear systems, with non-quadratic cost, a probabilistic manner -by density control method- that the partially observed control problem has a separated optimal policy amongst the admissible controls defined to be all the processes adapted to the observation‘s filtration.
使闭塞
发表于 2025-3-22 10:39:41
Control of piecewise-deterministic processes via discrete-time dynamic programming,inuous. By considering the sequence of states visited by the process at its jump times, it is shown that a discounted infinite horizon control problem can be reformulated as a discrete-time Markov decision problem (the ‘positive’ case). Under certain continuity assumptions it is shown that an optima
ENNUI
发表于 2025-3-22 14:07:06
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使绝缘
发表于 2025-3-22 18:09:42
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Vsd168
发表于 2025-3-23 01:00:40
Viscosity solutions in partially observed control,equation and Mortensen‘s equation was revealed. In it was pointed out that the dynamic programming techniques do not give us an existence theorem (- as it would be in the completely observed case -), but it was shown that the value function is a lower bound for the solution of Mortensen‘s equati
Canyon
发表于 2025-3-23 02:53:24
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Filibuster
发表于 2025-3-23 08:44:34
Stochastic maximum principle in the problem of optimal absolutely continuous change of measure,a non-linear equation for the martingale component of the value process () and an expression for the differential of the maximum of the semi-martingales. The method can be also applied to the case with jump components in the martingales defining measure densities, but we shall restrict ourselves by the continuous case.