학술논문

Limiting discounted-cost control of partially observable stochastic systems
Document Type
Conference
Source
Proceedings of the 41st IEEE Conference on Decision and Control, 2002. Decision and control Decision and Control, 2002, Proceedings of the 41st IEEE Conference on. 2:2189-2194 vol.2 2002
Subject
Robotics and Control Systems
Computing and Processing
Control systems
Stochastic systems
Optimal control
Hidden Markov models
Cost function
Control system synthesis
Process control
Time varying systems
Nonlinear control systems
Nonlinear equations
Language
ISSN
0191-2216
Abstract
This paper presents two main results on partially observable (PO) stochastic systems. In the first case, we consider a general PO system x/sub t+1/=F(x/sub t/, a/sub t/, /spl xi//sub t/), y/sub t/=G(x/sub t/, /spl eta//sub t/), on Borel spaces, with possible unbounded cost-per-stage functions, and give conditions for the existence of /spl alpha/-discount optimal control policies (0