Abstract
A control model over a finite horizon is considered, where the state process is not observable and has to be estimated with an observation process, where each state of the observation process represents a group of states of the unobservable process. We show how the model with partial information can be transformed in one with complete information with the help of the filter technique and conditional probabilities. As a main result we prove the connection between the original and the reduced model and we show an explicite representation of the conditional probability.
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© 2007 Springer-Verlag Berlin Heidelberg
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Winter, J. (2007). Finite Horizon Control Problems Under Partial Information. In: Chahed, T., Tuffin, B. (eds) Network Control and Optimization. NET-COOP 2007. Lecture Notes in Computer Science, vol 4465. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-72709-5_13
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DOI: https://doi.org/10.1007/978-3-540-72709-5_13
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-72708-8
Online ISBN: 978-3-540-72709-5
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