A transformation method for stochastic control problems with partial observations

DOI10.1016/S0167-6911(98)00072-3zbMath0909.93077WikidataQ127976599 ScholiaQ127976599MaRDI QIDQ1275558

Ger Koole

Publication date: 12 January 1999

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

stochastic controlpartial observationsno recall

Mathematics Subject Classification ID

Observability (93B07) Optimal stochastic control (93E20)

Cites Work

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• Sufficient statistics in the optimum control of stochastic systems
• Structural Results for Partially Observable Markov Decision Processes
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Undiscounted Markov decision chains with partial information; an algorithm for computing a locally optimal periodic policy

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