Cost Equality and Inequality Results for a Partially Observed Stochastic Optimization Problem

DOI10.1109/TSMC.1975.4309398zbMath0315.90058MaRDI QIDQ4077087

Chelsea C. III White

Publication date: 1975

Published in: IEEE Transactions on Systems, Man, and Cybernetics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic programming (90C15) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40) Mathematical programming (90C99) Hamilton-Jacobi theories (49L99)

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Finite-state, discrete-time optimization with randomly varying observation quality

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