Properties of repetitive control of partially observed processes
β Scribed by Jacek B. Krawczyk
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 861 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0898-1221
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The ergodic or long-run average cost control problem for a partially observed ΓΏnite-state Markov chain is studied via the associated fully observed separated control problem for the nonlinear ΓΏlter. Dynamic programming equations for the latter are derived, leading to existence and characterization o
A partially observable control problem for an \(\mathbb{R}^{d}\)-valued jump process with counting observations is studied. Dynamics dependent on the observed history and common jumps between state and observation are considered. Existence of an optimal control is discussed.