Application of Jensen's inequality to adaptive suboptimal design

DOI10.1007/BF00934845MaRDI QIDQ754774zbMATH OpenFDO

Authors Chelsea C. White, David P. Harrington

Publication date 1980

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Jensen's inequalityadaptivityRadon-Nikodym derivativeinformation qualitypartially observed Markov decision problemssuboptimal design

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47)

Cites work

• scientific article; zbMATH DE number 3539057 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
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• Optimal control of Markov processes with incomplete state-information. II: The convexity of the loss-function
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Cited in

(14)

• New cyclic Jensen type bounds via weighted HH inequalities and Montgomery identity with application to information inequalities
• A simple suboptimal algorithm for system maintance under partial observability
• A survey of solution techniques for the partially observed Markov decision process
• State observation accuracy and finite-memory policy performance
• Monotonicity and bounds for convex stochastic control models
• Bounds for the Jensen gap in terms of power means with applications
• Misinformation and disinformation in modern warfare
• A new approach for the derivation of bounds for the Jensen difference
• Value of information for a leader-follower partially observed Markov game
• Inventory control with modulated demand and a partially observed modulation process
• Dynamic programming and suboptimal control: a survey from ADP to MPC
• Structural results for partially observed control models
• Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach
• Planning and acting in partially observable stochastic domains

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