An Approach to Discrete-Time Stochastic Control Problems under Partial Observation

DOI10.1137/0325003MaRDI QIDQ4724537zbMATH OpenOpenAlexFDO

Authors Wolfgang J. Runggaldier, Giovanni Di Masi

Publication date 1987

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0325003

zbMATH Keywords

\(\epsilon \)- optimalapproximate solutionsdiscrete-time Markov process under partial observationnonlinear filteringseparation principle

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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