Browsing Natural and Mathematical Sciences by Subject "Partially observed stochastic control"
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Approximate nash equilibria in partially observed stochastic games with mean-field interactions
(Informs, 2019-08)Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual ... -
Weak Feller property of non-linear filters
(Elsevier, 2019-12)Weak Feller property of controlled and control-free Markov chains leads to many desirable properties. In control-free setups this leads to the existence of invariant probability measures for compact spaces and applicability ...
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