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 Teor. Veroyatnost. i Primenen.: Year: Volume: Issue: Page: Find

 Teor. Veroyatnost. i Primenen., 1976, Volume 21, Issue 1, Pages 152–157 (Mi tvp3303)

Short Communications

Reduction of a Markov decision model with incomplete information to a problem with complete information in the case of Borel state and action spaces

A. A. Yuškevič

Moscow Institute of Engineers of Transport

Abstract: A control problem for a discrete-time Markov model with general Borel state and action spaces and incomplete state observation (with a known a priori distribution) is reduced to an analogous problem for a model with complete information. In the case of discrete observable state spaces, conditions are found under which the corresponding model with complete information is semicontinuous.

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English version:
Theory of Probability and its Applications, 1976, 21:1, 153–158

Bibliographic databases:

Citation: A. A. Yuškevič, “Reduction of a Markov decision model with incomplete information to a problem with complete information in the case of Borel state and action spaces”, Teor. Veroyatnost. i Primenen., 21:1 (1976), 152–157; Theory Probab. Appl., 21:1 (1976), 153–158

Citation in format AMSBIB
\Bibitem{Yus76} \by A.~A.~Yu{\v s}kevi{\v{c}} \paper Reduction of a~Markov decision model with incomplete information to a~problem with complete information in the case of Borel state and action spaces \jour Teor. Veroyatnost. i Primenen. \yr 1976 \vol 21 \issue 1 \pages 152--157 \mathnet{http://mi.mathnet.ru/tvp3303} \mathscinet{http://www.ams.org/mathscinet-getitem?mr=475897} \zmath{https://zbmath.org/?q=an:0357.93040} \transl \jour Theory Probab. Appl. \yr 1976 \vol 21 \issue 1 \pages 153--158 \crossref{https://doi.org/10.1137/1121014} 

• http://mi.mathnet.ru/eng/tvp3303
• http://mi.mathnet.ru/eng/tvp/v21/i1/p152

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3. Feinberg E.A. Kasyanov P.O. Zgurovsky M.Z., “Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities”, Math. Oper. Res., 41:2 (2016), 656–681
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