Optimal control of Markov processes with incomplete state-information. II: The convexity of the loss-function

DOI10.1016/0022-247X(69)90163-2zbMATH Open0172.13301OpenAlexW2114951919MaRDI QIDQ2532030FDOQ2532030

Authors: Karl J. Åström 

Publication date: 1969

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(69)90163-2

zbMATH Keywords

ordinary differential equations

Cites Work

• Optimal control of Markov processes with incomplete state information

Cited In (13)

• Politica optima de produccion y control: Un modelo Markoviano
• Optimal sequential file search
• Policy structure for discrete time Markov chain disorder problems
• Application of two inequality results for concave functions to a stochastic optimization problem
• On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes
• An approach to adaptive control using real time identification
• Planning for multiple measurement channels in a continuous-state POMDP
• Monitoring machine operations using on-line sensors
• Application of Jensen's inequality to adaptive suboptimal design
• A survey of solution techniques for the partially observed Markov decision process
• The problem of optimal stopping in a partially observable Markov chain
• Problems of identification and control
• Optimal Stopping Problem in A Finite State Partially Observable Markov Chain

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