On a discrete optimal control problem with incomplete information

DOI10.1080/02331938508842992MaRDI QIDQ3679088zbMATH OpenOpenAlexFDO

Authors Gisela Trippler, Hans-Jürgen Sebastian

Publication date 1985

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331938508842992

zbMATH Keywords

discrete maximum principleFinite-stage decision processesincomplete information

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Management decision making, including multiple objectives (90B50) Dynamic programming (90C39) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cites work

• A maximum principle for stochastic control systems
• An extended functional equation as a necessary and sufficient optimality condition for a discrete, control problem with incomplete information
• scientific article; zbMATH DE number 3752670 (Why is no real title available?)
• scientific article; zbMATH DE number 3535191 (Why is no real title available?)
• scientific article; zbMATH DE number 3608699 (Why is no real title available?)

Cited in

(17)

• Discrete and sampled-data stochastic control problems with complete and incomplete state information
• Discrete-time control problems with uncertain information
• The problem of decentralizd control with a discontinuous payoff function
• Parameter-dependent stochastic optimal control in finite discrete time
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• A parametric problem of optimal stochastic control
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• Game-theoretic methods for stochastic optimal control and decision making with incomplete information about the state. II
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• Discrete Actions in Information-Constrained Decision Problems
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• On essential information in sequential decision processes

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