화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.46, No.12, 1850-1861, 2001
An approximation method for controlled discrete jump processes under partial observations
The paper is concerned with control and filtering of a discrete jump Markov process when only the total number of jumps is observed. A partially observable control problem is considered and equivalence between this problem and the separated one is proved. A technique to approximate the value function, under some suitable assumptions, is presented.