Partially Observable Control Problems with Compulsory Shifts of the State

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3690 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3690 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3690 archive 351 disk0/00/00/36/64 2016-01-15 02:02:06 2021-08-27 17:14:15 2016-01-15 02:02:06 monograph show 2 Runggaldier W.J. AL1166 Stettner L. Partially Observable Control Problems with Compulsory Shifts of the State pub iis_sys prog_sds Stochastic control problems with partial state observation and the long-run average cost criterion are among the most difficult dynamic stochastic optimization problems and almost nothing has so far appeared in the literature concerning their solution. On the other hand many problems in Engineering, Operations Research, and the Economic and Social Sciences can be modelled as problems of the above type. In the present paper we study conditions under which the filtering process associated with the partially observed state process has a unique invariant measure and describe ways to approximate it. We finally discuss the applications of these results to the construction of nearly optimal controls. 1992-05 published WP-92-034 WP-92-034 10 2346 public working_paper IIASA, Laxenburg, Austria 23 FALSE info:eu-repo/semantics/book