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A remark on control of partially observed Markov chains

  • Partially Observable Markov Decision Processes
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Abstract

A new state variable is introduced for the problem of controlling a Markov chain under partial observations, which, under a suitably altered probability measure, has a simple evolution.

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References

  1. A. Bensoussan and W. Runggaldier, An approximation method for stochastic control problems with partial observation of the state — a method for constructing ε-optimal controls, Acta Appl. Math. 10 (1987) 145–170.

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  3. P. Whittle,Optimization over Time: Dynamic Programming and Stochastic Control, vol. 2 (Wiley, Chichester, 1983).

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Authors and Affiliations

  1. Department of Electrical Engineering, Indian Institute of Science, 560012, Bangalore, India

    Vivek S. Borkar

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  1. Vivek S. Borkar
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Borkar, V.S. A remark on control of partially observed Markov chains. Ann Oper Res 29, 429–438 (1991). https://doi.org/10.1007/BF02283609

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  • DOI: https://doi.org/10.1007/BF02283609

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