The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

Ergodic control of Markov processes with mixed observation structure

Łukasz Stettner

  • Publisher: Instytut Matematyczny Polskiej Akademi Nauk(Warszawa), 1995

Abstract

top
CONTENTS1. Introduction........................................................................................................ 52. Preliminary results and assumptions.................................................................. 73. Approximation of the invariant measure.............................................................. 144. Construction of nearly optimal control functions................................................ 24 4.1. Approximation of admissible control functions.................................. 24 4.2. State space discretization...................................................................... 25 4.3. Comments on further discretizations................................................... 315. Nearly optimal control values................................................................................. 316. An example................................................................................................................ 35 References....................................................................................................... 36

How to cite

top

Łukasz Stettner. Ergodic control of Markov processes with mixed observation structure. Warszawa: Instytut Matematyczny Polskiej Akademi Nauk, 1995. <http://eudml.org/doc/268631>.

@book{ŁukaszStettner1995,
abstract = {CONTENTS1. Introduction........................................................................................................ 52. Preliminary results and assumptions.................................................................. 73. Approximation of the invariant measure.............................................................. 144. Construction of nearly optimal control functions................................................ 24 4.1. Approximation of admissible control functions.................................. 24 4.2. State space discretization...................................................................... 25 4.3. Comments on further discretizations................................................... 315. Nearly optimal control values................................................................................. 316. An example................................................................................................................ 35 References....................................................................................................... 36},
author = {Łukasz Stettner},
keywords = {partial observation; discrete time; ergodic stochastic optimal control; discretization},
language = {eng},
location = {Warszawa},
publisher = {Instytut Matematyczny Polskiej Akademi Nauk},
title = {Ergodic control of Markov processes with mixed observation structure},
url = {http://eudml.org/doc/268631},
year = {1995},
}

TY - BOOK
AU - Łukasz Stettner
TI - Ergodic control of Markov processes with mixed observation structure
PY - 1995
CY - Warszawa
PB - Instytut Matematyczny Polskiej Akademi Nauk
AB - CONTENTS1. Introduction........................................................................................................ 52. Preliminary results and assumptions.................................................................. 73. Approximation of the invariant measure.............................................................. 144. Construction of nearly optimal control functions................................................ 24 4.1. Approximation of admissible control functions.................................. 24 4.2. State space discretization...................................................................... 25 4.3. Comments on further discretizations................................................... 315. Nearly optimal control values................................................................................. 316. An example................................................................................................................ 35 References....................................................................................................... 36
LA - eng
KW - partial observation; discrete time; ergodic stochastic optimal control; discretization
UR - http://eudml.org/doc/268631
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.