Finite Horizon Control Problems Under Partial Information

DOI10.1007/978-3-540-72709-5_13zbMath1181.93083OpenAlexW1570894032MaRDI QIDQ3614973

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

conditional probabilitystochastic control theorypartial informationMarkovian jump process

Mathematics Subject Classification ID

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

Cites Work

• Point processes and queues. Martingale dynamics
• Flow control as a stochastic optimal control problem with incomplete information
• Admission Control with Incomplete Information of a Queueing System
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Finite Horizon Control Problems Under Partial Information