Observer and control design in partially observable finite Markov chains

DOI10.1016/J.AUTOMATICA.2019.108587MaRDI QIDQ2280977zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

Markov chainsoptimal controlobserver designpartially observed

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 5013247 (Why is no real title available?)
• scientific article; zbMATH DE number 1461223 (Why is no real title available?)
• Computation of approximate optimal policies in a partially observed inventory model with rain checks
• Finite Horizon Robust State Estimation for Uncertain Finite-Alphabet Hidden Markov Models with Conditional Relative Entropy Constraints
• Learning to make predictions in partially observable environments without a generative model
• Necessary and sufficient Karush-Kuhn-Tucker conditions for multiobjective Markov chains optimality
• On model order estimation for partially observed Markov chains
• Partially observable Markov decision processes: a geometric technique and analysis
• Reachability for partially observable discrete time stochastic hybrid systems
• Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach
• The mean squared loss control problem for a partially observed Markov chain

Cited in

(4)

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

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