NEARLY OPTIMAL CONTROLS FOR STOCHASTIC ERGODIC PROBLEMS WITH PARTIAL OBSERVATION

被引：2

作者：

RUNGGALDIER, WJ

STETTNER, L

机构：

[1] POLISH ACAD SCI,INST MATH,PL-00950 WARSAW,POLAND

[2] CNR,LADSEB,I-35100 PADUA,ITALY

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1993年 / 31卷 / 01期

关键词：

STOCHASTIC CONTROL; PARTIAL OBSERVATIONS; ERGODIC CONTROL; INVARIANT MEASURES; NEARLY OPTIMAL CONTROLS; APPROXIMATION METHODS;

D O I：

10.1137/0331013

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper considers the problem of constructing nearly optimal controls for discrete-time, infinite horizon, stochastic control problems under partial observations, with the average cost criterion.

引用

页码：180 / 218

页数：39

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