Title :
An approximation method for controlled discrete jump processes under partial observations
Author :
Ceci, Claudia ; Gerardi, Anna ; Tardelli, Paola
Author_Institution :
Dipt. di Sci., Universita di Chieti, Pescara, Italy
fDate :
12/1/2001 12:00:00 AM
Abstract :
The paper is concerned with control and filtering of a discrete jump Markov process when only the total number of jumps is observed. A partially observable control problem is considered and equivalence between this problem and the separated one is proved. A technique to approximate the value function, under some suitable assumptions, is presented
Keywords :
Markov processes; discrete systems; filtering theory; observability; optimal control; stochastic systems; approximation method; controlled discrete jump processes; discrete jump Markov process; optimal stochastic control; partially observable control problem; Approximation methods; Control systems; Equations; Filtering; Filters; Markov processes; Optimal control; Process control; State-space methods; Stochastic processes;
Journal_Title :
Automatic Control, IEEE Transactions on
