An Approach to Discrete-Time Stochastic Control Problems under Partial Observation

DOI10.1137/0325003zbMath0615.93078OpenAlexW1976251060MaRDI QIDQ4724537

Wolfgang J. Runggaldier, Giovanni B. Di Masi

Publication date: 1987

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0325003

zbMATH Keywords

approximate solutionsseparation principlenonlinear filtering\(\epsilon \)- optimaldiscrete-time Markov process under partial observation

Mathematics Subject Classification ID

Related Items (8)

Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation ⋮ On the construction of \(\epsilon\)-optimal strategies in partially observed MDPs ⋮ Nonparametric adaptive control of discrete-time partially observable stochastic systems ⋮ Discretization procedures for adaptive Markov control processes ⋮ Discrete approximation of nonlinear filtering for stochastic delay equations ⋮ Approximations for discrete-time adaptive control: Construction of \(\varepsilon\)-optimal controls ⋮ AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS ⋮ Concepts and methods for discrete and continuous time control under uncertainty

This page was built for publication: An Approach to Discrete-Time Stochastic Control Problems under Partial Observation