Title :
Stochastic control with partial observations and no recall
Author_Institution :
Vrije Univ., Amsterdam, Netherlands
Abstract :
We study stochastic control problems with partial observations. At each point in time the state observation is disturbed by some noise, and the control has to be based on these noisy observations. In the problem that we study, the no recall model, the control can only use the current observation. We formulate an additional model where policies are allowed to use full state observation. A new method is used to prove the equivalence of the original and the additional model. We illustrate the result with a simple example
Keywords :
dynamic programming; observers; probability; stochastic systems; no recall; noisy observations; partial observations; state observation; stochastic control; Artificial intelligence; Books; Control systems; Cost function; Delay; History; State-space methods; Stochastic processes; Stochastic resonance; Yttrium;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.572821