Observer and control design in partially observable finite Markov chains

DOI10.1016/J.AUTOMATICA.2019.108587zbMATH Open1429.93416OpenAlexW2976375885WikidataQ127174240 ScholiaQ127174240MaRDI QIDQ2280977FDOQ2280977

Authors: Julio B. Clempner, Alexander S. Poznyak 

Publication date: 19 December 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2019.108587

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zbMATH Keywords

Markov chainsoptimal controlobserver designpartially observed

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20) Observers (93B53)

Cites Work

• Partially observable Markov decision processes: a geometric technique and analysis
• Title not available (Why is that?)
• Necessary and sufficient Karush-Kuhn-Tucker conditions for multiobjective Markov chains optimality
• Title not available (Why is that?)
• Reachability for partially observable discrete time stochastic hybrid systems
• Finite Horizon Robust State Estimation for Uncertain Finite-Alphabet Hidden Markov Models with Conditional Relative Entropy Constraints
• Computation of approximate optimal policies in a partially observed inventory model with rain checks
• On model order estimation for partially observed Markov chains
• Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach
• Learning to make predictions in partially observable environments without a generative model
• The mean squared loss control problem for a partially observed Markov chain

Cited In (3)

• Robust \(H_\infty\) observer-based sliding mode control for uncertain Takagi-Sugeno fuzzy descriptor systems with unmeasurable premise variables and time-varying delay
• Partially observed Markov decision processes. From filtering to controlled sensing
• A Markovian Stackelberg game approach for computing an optimal dynamic mechanism

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