A transformation method for stochastic control problems with partial observations

DOI10.1016/S0167-6911(98)00072-3MaRDI QIDQ1275558zbMATH OpenWikidataFDO

Authors Ger Koole

Publication date 12 January 1999

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-6911(98)00072-3

zbMATH Keywords

no recallpartial observationsstochastic control

Mathematics Subject Classification ID

Observability (93B07) Optimal stochastic control (93E20)

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Cites work

• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
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• scientific article; zbMATH DE number 1206370 (Why is no real title available?)
• Structural Results for Partially Observable Markov Decision Processes
• Sufficient statistics in the optimum control of stochastic systems
• Undiscounted Markov decision chains with partial information; an algorithm for computing a locally optimal periodic policy

Cited in

(1)

• Logarithmic transformations for discrete-time, finite-horizon stochastic control problems

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