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
收藏
页码：180 / 218
页数：39
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