Incremental value of information for discrete-time partially observed stochastic systems

zbMATH Open1280.93081MaRDI QIDQ5397348FDOQ5397348

Tadeusz Banek

Publication date: 20 February 2014

Full work available at URL: http://pldml.icm.edu.pl/pldml/element/bwmeta1.element.bwnjournal-article-ccv39i3p769bwm?q=bwmeta1.element.bwnjournal-number-cc-2010-39-3%3b9&qt=CHILDREN-STATELESS

zbMATH Keywords

Lagrange multipliersfilteringstochastic controlvalue of informationHausdorff measureschange of variables formula of Federer

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

Cited In (5)

• Effective information horizon length in measuring off-line performance of stochastic dynamic systems
• An information based approach to stochastic control problems
• Implicit dual control for general stochastic systems
• Example for equivalence of dual and information-based optimal control
• Title not available (Why is that?)

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