DocumentCode
827864
Title
The minimum principle, separation principle, and dynamic programming for partially observed jump processes
Author
Rishel, Raymond
Author_Institution
University of Kentucky, Lexington, Kentucky, USA
Volume
23
Issue
6
fYear
1978
fDate
12/1/1978 12:00:00 AM
Firstpage
1009
Lastpage
1014
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1978.1101893
Filename
1101893
Link To Document