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

This article is cited in 4 scientific papers (total in 4 papers)

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:

Received: 24.10.1974

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}


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    Citing articles on Google Scholar: Russian citations, English citations
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    This publication is cited in the following articles:
    1. Proc. Steklov Inst. Math., 287:1 (2014), 96–117  mathnet  crossref  crossref  isi  elib
    2. Feinberg E.A. Kasyanov P.O. Zgurovsky M.Z., “Uniform Fatou's lemma”, J. Math. Anal. Appl., 444:1 (2016), 550–567  crossref  mathscinet  zmath  isi  elib  scopus
    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  crossref  mathscinet  zmath  isi  elib  scopus
    4. Hinz J., Yee J., “Stochastic switching for partially observable dynamics and optimal asset?allocation”, Int. J. Control, 90:3 (2017), 553–565  crossref  mathscinet  zmath  isi  scopus
  • Теория вероятностей и ее применения Theory of Probability and its Applications
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