全球智库信息集成服务系统(G2TT): Partially Observable Control Problems with Compulsory Shifts of the State.

G2TT

来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	Partially Observable Control Problems with Compulsory Shifts of the State.
	Runggaldier WJ; Stettner L
发表日期	1992
出版者	IIASA, Laxenburg, Austria: WP-92-034
出版年	1992
语种	英语
摘要	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.
主题	System and Decision Sciences - Core (SDS)
URL	http://pure.iiasa.ac.at/id/eprint/3664/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/124047
推荐引用方式 GB/T 7714	Runggaldier WJ,Stettner L. Partially Observable Control Problems with Compulsory Shifts of the State.. 1992.