DocumentCode
1558430
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
Volume
46
Issue
12
fYear
2001
fDate
12/1/2001 12:00:00 AM
Firstpage
1850
Lastpage
1861
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.975469
Filename
975469
Link To Document