Abstract Dynamic Programming Models under Commutativity Conditions

DOI10.1137/0325054zbMath0631.90082OpenAlexW2024590302MaRDI QIDQ3768704

Sergio Verdú, H. Vincent Poor

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1137/0325054

zbMATH Keywords

discrete-time Markov processesoperator modelsabstract dynamic programmingbackward-forward modelsfinite and infinite horizon sequential optimizationfixed-interval detection and smoothing

Mathematics Subject Classification ID

Dynamic programming (90C39)

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Graphical Models and Message-Passing Algorithms: Some Introductory Lectures ⋮ Generalized fixed-interval smoothers for discrete-time systems ⋮ Dynamic programming in digital communications: Viterbi decoding to turbo multiuser detection ⋮ A combined MAP and Bayesian scheme for finite data and/or moving horizon estimation ⋮ Dynamical systems on weighted lattices: general theory ⋮ Constrained linear state estimation -- a moving horizon approach

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