RT Generic
T1 Limiting discounted-cost control of partially observable stochastic systems
A1 Hernández-Lerma, Onésimo
A1 Romera, Rosario
A2 Universidad Carlos III de Madrid. Departamento de Estadística, 
AB 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 < a < 1). In the second result we specialize (*) to additive-noise systems xt+1 = Fo (Xt' aJ + ~o Yt = Go (xJ + 'Ilt (t= 0, 1, ... ) in Euclidean spaces, with Fn (x,a) and Go(x) converging pointwise to functions F «l(x, a) and G«l(x), respectively, and give conditions for the limiting PO model Xt+1 = F «l(xt, aJ + ~t Yt = G«l(xJ + 'Ilt to have an a-discount optimal policy.
YR 1999
FD 1999-12
LK https://hdl.handle.net/10016/6399
UL https://hdl.handle.net/10016/6399
LA eng
DS e-Archivo
RD 2 may. 2024