1996
A transformation method for stochastic control problems with partial observations
Publication
Publication
Two stochastic control problems with partial observations are studied, o ne where the policy or control law depends only on the latest observation (the controller does not have recall of observations), and the other with the standard partial observations model. The equivalent full observation problems are formulated, and the equivalence is proven using a new method. The results are illustrated with a simple example.
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CWI | |
Department of Operations Research, Statistics, and System Theory [BS] | |
Koole, G. (1996). A transformation method for stochastic control problems with partial observations. Department of Operations Research, Statistics, and System Theory [BS]. CWI. |