计数观测下有限状态马尔可夫过程的最优控制

[1991] Proceedings of the 30th IEEE Conference on Decision and Control Pub Date : 1991-12-11 DOI:10.1109/CDC.1991.261351

D. Shin, Erik I. Verriest

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引用次数: 0

摘要

作者处理了一类调节点过程速率的受控有限状态马尔可夫过程的噪声观测。将局部观测条件下有限状态马尔可夫过程的控制问题重新表述为分段确定性过程的控制问题。在弱意义上，值函数被证明是相应的Hamilton-Jacobi-Bellman方程的粘度解。

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Optimal control of finite state Markov processes under counting observations

The authors deal with the class of noisy observations of a controlled finite-state Markov process which modulates the rate of point processes. The control problems for a finite-state Markov process under partial observations are reformulated as ones for piecewise deterministic processes. In a weak sense, the value function is shown to be a viscosity solution of the corresponding Hamilton-Jacobi-Bellman equations.<>

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[1991] Proceedings of the 30th IEEE Conference on Decision and Control

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