Optimization and Convergence of Observation Channels in Stochastic Control

DOI10.1137/100808976zbMath1244.93179arXiv1009.3824OpenAlexW2549182383MaRDI QIDQ2903507

Serdar Yüksel, Tamás Linder

Publication date: 10 August 2012

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

Full work available at URL: https://arxiv.org/abs/1009.3824

zbMATH Keywords

total variationobservation channels (stochastic kernels)optimal cost in channelspartially observed stochastic control problems

Mathematics Subject Classification ID

Factorization of matrices (15A23) Theory of matrix inversion and generalized inverses (15A09) Determinants, permanents, traces, other special matrix functions (15A15) Optimal stochastic control (93E20) Methods involving semicontinuity and convergence; relaxation (49J45)

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