On the computation of the optimal cost function for discrete time Markov models with partial observations-Reference-Cited by-同舟云学术

On the computation of the optimal cost function for discrete time Markov models with partial observations

Published:1991-12 Issue:1 Volume:29 Page:471-511
ISSN:0254-5330
Container-title:Annals of Operations Research
language:en
Short-container-title:Ann Oper Res

Author:

Sernik Enrique L.,Marcus Steven I.

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Link

http://link.springer.com/content/pdf/10.1007/BF02283611.pdf

Reference34 articles.

1. S.C. Albright, Structural results for partially observable Markov decision processes, Oper. Res. 27 (1979) 1041–1053.

2. V.A. Andriyanov, I.A. Kogan and G.A. Umnov, Optimal control of a partially observable discrete Markov process, Autom. Remote Contr. 4 (1980) 555–561.

3. K.J. Āström, Optimal control of Markov processes with incomplete state information, J. Math. Anal. Appl. 10 (1965) 174–205.

4. A. Ben-Israel and S.D. Flam, Input optimization for infinite discounted programs, J. Optim. Theory Appl. 61 (1989) 347–357.

5. D.P. Bertsekas,Dynamic Programming (Prentice Hall, Englewood Cliffs, NJ, 1987).

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the Whittle Index for Restless Multiarmed Hidden Markov Bandits;IEEE Transactions on Automatic Control;2018-09

2. Betting on Gilbert-Elliot channels;IEEE Transactions on Wireless Communications;2010-02

3. Finite State and Action MDPS;International Series in Operations Research & Management Science;2003

4. Optimal cost and policy for a Markovian replacement problem;Journal of Optimization Theory and Applications;1991-10