Discrete-Time Markovian Decision Processes with Incomplete State Observation
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(15)- Transformation of partially observable Markov decision processes into piecewise linear ones
- Adaptive control of Markov processes with incomplete state information and unknown parameters
- Nonparametric adaptive control of discrete-time partially observable stochastic systems
- Monotone control laws for noisy, countable-state Markov chains
- Separation of estimation and control for decentralized stochastic control systems
- Blackwell optimality in Markov decision processes with partial observation.
- A Fenchel-Moreau-Rockafellar type theorem on the Kantorovich-Wasserstein space with applications in partially observable Markov decision processes
- On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes
- Partially observable total-cost Markov decision processes with weakly continuous transition probabilities
- Strong uniform value in gambling houses and partially observable Markov decision processes
- Optimality conditions for partially observable Markov decision processes
- Politica optima de produccion y control: Un modelo Markoviano
- Convergence of probability measures and Markov decision models with incomplete information
- History-dependent evaluations in partially observable Markov decision process
- Continuity of filters for discrete-time control problems defined by explicit equations
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