Title :
Weak Solutions of Optimal Control of Partially Observed Markov Processes
Author :
Shin, D.R. ; Verriest, E.I.
Author_Institution :
School of Electrical Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332
Abstract :
The control problems for a finite state Markov process under counting observations are considered. In a weak sense, the value function is shown to be a viscosity solution of the corresponding Hamilton-Jacobi-Bellman equations. Furthermore, the nonlinear semigroup representation of the value function is also derived.
Keywords :
Communication system traffic control; Control systems; Cost function; Dynamic programming; Filtering theory; Markov processes; Nonlinear equations; Optimal control; Sufficient conditions; Viscosity;
Conference_Titel :
American Control Conference, 1992
Conference_Location :
Chicago, IL, USA
Print_ISBN :
0-7803-0210-9
