• 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