Partially-observable stochastic hybrid systems (poshss) state estimation and optimal control

DOI10.1002/asjc.1121zbMath1338.93357OpenAlexW1938180539MaRDI QIDQ2813998

Inseok Hwang, Wei-Yi Liu

Publication date: 17 June 2016

Published in: Asian Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asjc.1121

zbMATH Keywords

optimal controlMonte Carlostate estimationMarkov decisionpartially-observable stochastic hybrid system

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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Cites Work

• A Jump-Diffusion Model for Option Pricing
• Computationally Feasible Bounds for Partially Observed Markov Decision Processes
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