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The Optimal Control of Partially Observable Markov Processes Over the Infinite Horizon: Discounted Costs

✍ Scribed by Edward J. Sondik


Book ID
123686344
Publisher
INFORMS
Year
1978
Tongue
English
Weight
687 KB
Volume
26
Category
Article
ISSN
0030-364X

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A dual view of the Hamilton-Jacobi-Bellman equation corresponding to the class of discounted inΓΏnite horizon optimal control problems yields a concise proof of the envelope theorem and an exhaustive comparative dynamics characterization of the closed-loop optimal control vector in the form of a symm