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20152023
most citedA pseudo-Markov property for controlled diffusion processes

2 citations · 4 across the 3 of their papers we have counts for

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math.OC2023

Discrete-time Approximation of Stochastic Optimal Control with Partial Observation

Yunzhang Li, Xiaolu Tan, Shanjian Tang

We consider a class of stochastic optimal control problems with partial observation, and study their approximation by discrete-time control problems. We establish a convergence res…