PARTIALLY OBSERVED CONTROL OF A MARKOV JUMP PROCESS WITH COUNTING OBSERVATIONS - EQUIVALENCE WITH THE SEPARATED PROBLEM

Authors
CECI C GERARDI A
Citation
C. Ceci et A. Gerardi, PARTIALLY OBSERVED CONTROL OF A MARKOV JUMP PROCESS WITH COUNTING OBSERVATIONS - EQUIVALENCE WITH THE SEPARATED PROBLEM, Stochastic processes and their applications, 78(2), 1998, pp. 245-260
Citations number
19
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
78
Issue
2
Year of publication
1998
Pages
245 - 260
Database
ISI
SICI code
0304-4149(1998)78:2<245:POCOAM>2.0.ZU;2-C
Abstract
This paper concerns a partially observable finite horizon control prob lem for R-d-valued pure Markov jump process using the information give n by the point process which counts the total number of jumps. Equival ence between the partially observable control problem and the separate d control problem is discussed. (C) 1998 Elsevier Science B.V. All rig hts reserved.