Finite Horizon Control Problems Under Partial Information

DOI10.1007/978-3-540-72709-5_13MaRDI QIDQ3614973zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3868304 (Why is no real title available?)
• scientific article; zbMATH DE number 722978 (Why is no real title available?)
• scientific article; zbMATH DE number 802908 (Why is no real title available?)
• Admission Control with Incomplete Information of a Queueing System
• Flow control as a stochastic optimal control problem with incomplete information
• Point processes and queues. Martingale dynamics

Cited in

(4)

• Reduction of future information required for optimal control of dynamic systems: a pseudostochastic model
• 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

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