Information transfer in stochastic optimal control with randomized strategies and directed information criterion

Charalambos D. Charalambous, Christos K. Kourtellaris, Ioannis Tzortzis. Information transfer in stochastic optimal control with randomized strategies and directed information criterion. In 55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, NV, USA, December 12-14, 2016. pages 2004-2009, IEEE, 2016. [doi]

Abstract

Abstract is missing.