Limiting discounted-cost control of partially observable stochastic systems

Onésimo Hernández-Lerma and Rosario Romera

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: This paper presents two main results on partially observable (PO) stochastic systems. In the first one, we consider a general PO system Xt+1 = F(xt, ~, ~J, Yt = G(xo 'IlJ (t = 0, 1, ... ) (*) on Borel spaces, with possibly unbounded cost-per-stage functions, and give conditions for the existence of a-discount optimal control policies (0

Keywords: Partially; observable; control; systems; partially; observable; Markov; control; processes; hidden; Markov; models; discounted; cost; criterion (search for similar items in EconPapers)
Date: 1999-12
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:6399

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