Using Convex Switching Techniques for Partially Observable Decision Processes

DOI10.1109/TAC.2015.2505403zbMATH Open1359.90148OpenAlexW2343845536MaRDI QIDQ2980436FDOQ2980436

Authors: Juri Hinz 

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2015.2505403

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Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40)

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• An algorithmic approach to optimal asset liquidation problems
• Technical Note—On the Convexity of Policy Regions in Partially Observed Systems
• Stochastic switching for partially observable dynamics and optimal asset allocation

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