DocumentCode
489523
Title
Weak Solutions of Optimal Control of Partially Observed Markov Processes
Author
Shin, D.R. ; Verriest, E.I.
Author_Institution
School of Electrical Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332
fYear
1992
fDate
24-26 June 1992
Firstpage
1080
Lastpage
1081
Abstract
The control problems for a finite state Markov process under counting observations are considered. In a weak sense, the value function is shown to be a viscosity solution of the corresponding Hamilton-Jacobi-Bellman equations. Furthermore, the nonlinear semigroup representation of the value function is also derived.
Keywords
Communication system traffic control; Control systems; Cost function; Dynamic programming; Filtering theory; Markov processes; Nonlinear equations; Optimal control; Sufficient conditions; Viscosity;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1992
Conference_Location
Chicago, IL, USA
Print_ISBN
0-7803-0210-9
Type
conf
Filename
4792254
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