Finite Horizon Control Problems Under Partial Information

DOI10.1007/978-3-540-72709-5_13zbMATH Open1181.93083OpenAlexW1570894032MaRDI QIDQ3614973FDOQ3614973

Authors: Jens Winter 

Publication date: 17 March 2009

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-72709-5_13

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zbMATH Keywords

partial informationconditional probabilitystochastic control theoryMarkovian jump process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Title not available (Why is that?)
• Point processes and queues. Martingale dynamics
• Flow control as a stochastic optimal control problem with incomplete information
• Title not available (Why is that?)
• Title not available (Why is that?)
• Admission Control with Incomplete Information of a Queueing System

Cited In (4)

• On stochastic incentive control problems with partial dynamic information
• Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
• The finite–horizon version for a partially–observed stochastic control problem of benesš & rishel
• Reduction of future information required for optimal control of dynamic systems: a pseudostochastic model

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