Incomplete information in Markovian decision models
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(30)- Adaptive control of Markov processes with incomplete state information and unknown parameters
- Policy structure for discrete time Markov chain disorder problems
- Nonparametric adaptive control of discrete-time partially observable stochastic systems
- Blackwell optimality in Markov decision processes with partial observation.
- Weak Feller property of non-linear filters
- 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
- Stochastic switching for partially observable dynamics and optimal asset allocation
- Convergence of probability measures and Markov decision models with incomplete information
- History-dependent evaluations in partially observable Markov decision process
- scientific article; zbMATH DE number 7625164 (Why is no real title available?)
- Robustness to incorrect priors and controlled filter stability in partially observed stochastic control
- Markov decision processes with incomplete information and semiuniform Feller transition probabilities
- Approximate Nash equilibria in partially observed stochastic games with mean-field interactions
- A universal dynamic program and refined existence results for decentralized stochastic control
- Robustness to Incorrect Priors in Partially Observed Stochastic Control
- Uniform Fatou's lemma
- Formalization of methods for the development of autonomous artificial intelligence systems
- Partially observed discrete-time risk-sensitive mean field games
- Semi-uniform Feller stochastic kernels
- Equivalent conditions for weak continuity of nonlinear filters
- Information-theoretic multi-time-scale partially observable systems with inspiration from leukemia treatment
- Average cost optimality of partially observed MDPs: contraction of nonlinear filters and existence of optimal solutions and approximations
- Another look at partially observed optimal stochastic control: existence, ergodicity, and approximations without belief-reduction
- Unique ergodicity of non-linear filters via reachability and uniform weak continuity
- Near optimal approximations and finite memory policies for POMPDs with continuous spaces
- Continuity of filters for discrete-time control problems defined by explicit equations
- Finite horizon partially observable semi-Markov decision processes under risk probability criteria
- Near optimality of quantized policies in stochastic control under weak continuity conditions
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