Application of Jensen's inequality to adaptive suboptimal design
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Publication:754774
DOI10.1007/BF00934845zbMATH Open0416.90075MaRDI QIDQ754774FDOQ754774
Authors: Chelsea C. White, David P. Harrington 
Publication date: 1980
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Jensen's inequalityadaptivityRadon-Nikodym derivativeinformation qualitypartially observed Markov decision problemssuboptimal design
Cites Work
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- Dual effect, certainty equivalence, and separation in stochastic control
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- A simple dual control problem with an analytical solution
Cited In (14)
- Bounds for the Jensen gap in terms of power means with applications
- Value of information for a leader-follower partially observed Markov game
- Monotonicity and bounds for convex stochastic control models
- Inventory control with modulated demand and a partially observed modulation process
- Dynamic programming and suboptimal control: a survey from ADP to MPC
- 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
- State observation accuracy and finite-memory policy performance
- Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach
- Misinformation and disinformation in modern warfare
- Planning and acting in partially observable stochastic domains
- Structural results for partially observed control models
- A survey of solution techniques for the partially observed Markov decision process
- A new approach for the derivation of bounds for the Jensen difference
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