Robustness to Incorrect Priors and Controlled Filter Stability in Partially Observed Stochastic Control (Q5071031): Difference between revisions

Latest revision as of 10:41, 30 July 2024

scientific article; zbMATH DE number 7510075

Language	Label	Description	Also known as
English	Robustness to Incorrect Priors and Controlled Filter Stability in Partially Observed Stochastic Control	scientific article; zbMATH DE number 7510075

Statements

instance of

scholarly article

0 references

title

Robustness to Incorrect Priors and Controlled Filter Stability in Partially Observed Stochastic Control (English)

0 references

0 references

0 references

SIAM Journal on Control and Optimization

0 references

publication date

19 April 2022

0 references

full work available at URL

https://arxiv.org/abs/2110.03720

0 references

zbMATH Keywords

partially observed Markov decision processes (POMDPs)

0 references

robustness

0 references

nonlinear filtering

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Q3993534

0 references

Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey

0 references

Dual effect, certainty equivalence, and separation in stochastic control

0 references

\(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.

0 references

Q3794956

0 references

Merging of Opinions with Increasing Information

0 references

Q3415147

0 references

Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations

0 references

Q4547443

0 references

Dynamic programming for ergodic control with partial observations.

0 references

Dynamic Programming for Ergodic Control of Markov Chains under Partial Observations: A Correction

0 references

A further remark on dynamic programming for partially observed Markov processes

0 references

Q4040130

0 references

On a role of predictor in the filtering stability

0 references

Q3015748

0 references

Q5539510

0 references

Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities

0 references

Nonlinear controllability and observability

0 references

Q4863593

0 references

Weak Feller property of non-linear filters

0 references

Robustness to Incorrect Priors in Partially Observed Stochastic Control

0 references

Q5054596

0 references

A partial history of the early development of continuous-time nonlinear stochastic systems theory

0 references

Stochastic observability in network state estimation and control

0 references

Exponential filter stability via Dobrushin's coefficient

0 references

Observability of autonomous discrete time non-linear systems: a geometric approach

0 references

Incomplete information in Markovian decision models

0 references

Q4340161

0 references

A concept of local observability

0 references

Discrete-time filtering for linear systems with non-Gaussian initial conditions: asymptotic behavior of the difference between the MMSE and LMSE estimates

0 references

Stability of the filter equation for a time-dependent signal on \(\mathbb R^{d}\)

0 references

Observability of linear stochastic uncertain systems

0 references

Discrete time nonlinear filters with informative observations are stable

0 references

Observability and nonlinear filtering

0 references

The stability of conditional Markov processes and Markov chains in random environments

0 references

Uniform observability of hidden Markov models and filter stability for unstable signals

0 references

Reduction of a Controlled Markov Model with Incomplete Data to a Problem with Complete Information in the Case of Borel State and Control Space

0 references

Q3128879

0 references

Identifiers

zbMATH Open document ID

1489.93137

0 references

DOI

10.1137/21M1417442

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5071031

@@ Property / cites work @@
+Q3993534
@@ Property / cites work: Q3993534 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
+Normal rank
@@ Property / cites work @@
+Dual effect, certainty equivalence, and separation in stochastic control
+Normal rank
@@ Property / cites work @@
+\(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
+Normal rank
@@ Property / cites work @@
+Q3794956
@@ Property / cites work: Q3794956 / rank @@
+Normal rank
@@ Property / cites work @@
+Merging of Opinions with Increasing Information
@@ Property / cites work: Merging of Opinions with Increasing Information / rank @@
+Normal rank
@@ Property / cites work @@
+Q3415147
@@ Property / cites work: Q3415147 / rank @@
+Normal rank
@@ Property / cites work @@
+Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations
+Normal rank
@@ Property / cites work @@
+Q4547443
@@ Property / cites work: Q4547443 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic programming for ergodic control with partial observations.
+Normal rank
@@ Property / cites work @@
+Dynamic Programming for Ergodic Control of Markov Chains under Partial Observations: A Correction
+Normal rank
@@ Property / cites work @@
+A further remark on dynamic programming for partially observed Markov processes
+Normal rank
@@ Property / cites work @@
+Q4040130
@@ Property / cites work: Q4040130 / rank @@
+Normal rank
@@ Property / cites work @@
+On a role of predictor in the filtering stability
@@ Property / cites work: On a role of predictor in the filtering stability / rank @@
+Normal rank
@@ Property / cites work @@
+Q3015748
@@ Property / cites work: Q3015748 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5539510
@@ Property / cites work: Q5539510 / rank @@
+Normal rank
@@ Property / cites work @@
+Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
+Normal rank
@@ Property / cites work @@
+Nonlinear controllability and observability
@@ Property / cites work: Nonlinear controllability and observability / rank @@
+Normal rank
@@ Property / cites work @@
+Q4863593
@@ Property / cites work: Q4863593 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak Feller property of non-linear filters
@@ Property / cites work: Weak Feller property of non-linear filters / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness to Incorrect Priors in Partially Observed Stochastic Control
+Normal rank
@@ Property / cites work @@
+Q5054596
@@ Property / cites work: Q5054596 / rank @@
+Normal rank
@@ Property / cites work @@
+A partial history of the early development of continuous-time nonlinear stochastic systems theory
+Normal rank
@@ Property / cites work @@
+Stochastic observability in network state estimation and control
+Normal rank
@@ Property / cites work @@
+Exponential filter stability via Dobrushin's coefficient
+Normal rank
@@ Property / cites work @@
+Observability of autonomous discrete time non-linear systems: a geometric approach
+Normal rank
@@ Property / cites work @@
+Incomplete information in Markovian decision models
+Normal rank
@@ Property / cites work @@
+Q4340161
@@ Property / cites work: Q4340161 / rank @@
+Normal rank
@@ Property / cites work @@
+A concept of local observability
@@ Property / cites work: A concept of local observability / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete-time filtering for linear systems with non-Gaussian initial conditions: asymptotic behavior of the difference between the MMSE and LMSE estimates
+Normal rank
@@ Property / cites work @@
+Stability of the filter equation for a time-dependent signal on \(\mathbb R^{d}\)
+Normal rank
@@ Property / cites work @@
+Observability of linear stochastic uncertain systems
+Normal rank
@@ Property / cites work @@
+Discrete time nonlinear filters with informative observations are stable
+Normal rank
@@ Property / cites work @@
+Observability and nonlinear filtering
@@ Property / cites work: Observability and nonlinear filtering / rank @@
+Normal rank
@@ Property / cites work @@
+The stability of conditional Markov processes and Markov chains in random environments
+Normal rank
@@ Property / cites work @@
+Uniform observability of hidden Markov models and filter stability for unstable signals
+Normal rank
@@ Property / cites work @@
+Reduction of a Controlled Markov Model with Incomplete Data to a Problem with Complete Information in the Case of Borel State and Control Space
+Normal rank
@@ Property / cites work @@
+Q3128879
@@ Property / cites work: Q3128879 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3205387731
@@ Property / OpenAlex ID: W3205387731 / rank @@
+Normal rank