Abstract :
Summary form only given. The paper presents two main results on partially observable (PO) stochastic systems. In the first one, we consider a general PO system xt+1=F(xt, at , ξt), yt=G(xt, ηt ) (t=0, 1,...) on Borel spaces, with possibly unbounded cost-per-stage functions, and give conditions for the existence of α-discount optimal control policies (0<α<1). In the second result we specialize (1) to additive-noise systems xt+1=Fn(xt, at)+ξt , yt=Gn(xt)+ηt (t=0, 1,...) in Euclidean spaces, with Fn(x, a) and Gn (x) converging pointwise to functions F∞(x, a) and G∞(x), respectively, and give conditions for the limiting PO model xt+1=F∞(xt, a t)+ξt, yt=G∞(x t)+ηt to have an α-discount optimal policy
