Title :
The minimum principle, separation principle, and dynamic programming for partially observed jump processes
Author_Institution :
University of Kentucky, Lexington, Kentucky, USA
fDate :
12/1/1978 12:00:00 AM
Abstract :
The relationship between the three different optimality conditions for controlled jump processes mentioned in the title is exhibited in the case of a partially observed controlled jump Markov process.
Keywords :
Dynamic programming; Jump processes; Markov processes; Optimal stochastic control; Stochastic optimal control; Differential equations; Dynamic programming; History; Markov processes; Mathematics; Optimal control; Partial differential equations; Process control; Time measurement;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1978.1101893
