2 papers
math.OC2025
A Pontryagin Maximum Principle on the Belief Space for Continuous-Time Optimal Control with Discrete Observations
Christian Bayer, Saifeddine Ben naamia, Erik von Schwerin +1
We study a continuous time stochastic optimal control problem under partial observations that are available only at discrete time instants. This hybrid setting, with continuous dyn…
math.OC2025
Continuous time Stochastic optimal control under discrete time partial observations
Christian Bayer, Boualem Djehiche, Eliza Rezvanova +1
This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only ava…