Optimal Control of Partially Observable Piecewise Deterministic Markov Processes

DOI10.1137/17M1134731zbMath1390.60275arXiv1706.09142WikidataQ129987567 ScholiaQ129987567MaRDI QIDQ4634986

Dirk Lange, Nicole Bäuerle

Publication date: 13 April 2018

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

Full work available at URL: https://arxiv.org/abs/1706.09142

zbMATH Keywords

Markov decision processfilterupdating operatorpartially observable piecewise deterministic Markov process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40)

Related Items (2)

Mean field Markov decision processes ⋮ Change-point detection for piecewise deterministic Markov processes

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