An approximation method for controlled discrete jump processes under partial observations

DOI10.1109/9.975469MaRDI QIDQ4540261zbMATH OpenOpenAlexFDO

Authors Claudia Ceci, Anna Gerardi, Paola Tardelli

Publication date 21 July 2002

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

Full work available at URL https://doi.org/10.1109/9.975469

zbMATH Keywords

value functionpartial observationcontrol of discrete jump processes

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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(2)

• New approximation for the partially observed jump linear quadratic problem
• Controlled Heterogeneous Collection: The Role of Occupation Numbers

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