Limiting Discounted-Cost Control of Partially Observable Stochastic Systems

DOI10.1137/S0363012999365194zbMath0997.93101OpenAlexW2175602944MaRDI QIDQ2753209

Onésimo Hernández-Lerma, Rosario Romera

Publication date: 29 October 2001

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012999365194

zbMATH Keywords

stochastic optimal controlhidden Markov modelsdiscounted cost criterionpartially observable control systems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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