Ergodic control of Markov processes with mixed observation structure

Łukasz Stettner

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

Abstract

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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

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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 -

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