Limiting Discounted-Cost Control of Partially Observable Stochastic Systems

نویسندگان

  • Onésimo Hernández-Lerma
  • Rosario Romera
چکیده

in Euclidean spaces, with Fn(x, a ) and Gn(x) converging pointwise to functions F,(x,a) and G,(x), respectively, and give conditions for the limiting P O model Xt+l = F,(xt,at) + t t , Yt = G,(xt) + rlt to have an a-discount optimal policy. AMS Classification: 93320, 90C40.

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عنوان ژورنال:
  • SIAM J. Control and Optimization

دوره 40  شماره 

صفحات  -

تاریخ انتشار 2001