DocumentCode
306665
Title
Stochastic control with partial observations and no recall
Author
Koole, Ger
Author_Institution
Vrije Univ., Amsterdam, Netherlands
Volume
2
fYear
1996
fDate
11-13 Dec 1996
Firstpage
1773
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location
Kobe
ISSN
0191-2216
Print_ISBN
0-7803-3590-2
Type
conf
DOI
10.1109/CDC.1996.572821
Filename
572821
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