English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We present existence and discrete-time approximation results on optimalcontrol policies for continuous-time stochastic control problems under avariety of information structures. These include fully observed models,partially observed models and multi-agent models with decentralized informationstructures. While there exist comprehensive existence and approximationsresults for the fully observed setup in the literature, few prior researchexists on discrete-time approximation results for partially observed models.For decentralized models, even existence results have not received muchattention except for specialized models and approximation has been an openproblem. Our existence and approximations results lead to the applicability ofwell-established partially observed Markov decision processes and therelatively more mature theory of discrete-time decentralized stochastic controlto be applicable for computing near optimal solutions for continuous-timestochastic control.

Controlled Diffusions under Full, Partial and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations