Now showing items 1-6 of 6
Risk-Sensitive Optimal Control of Hidden Markov Models: A Case Study
We consider a risk-sensitive optimal control problem for hidden Markov models (HMM). Building upon recent results by Baras, James and Elliott, we investigate the structure of risk-sensitive controllers for HMM, via an ...
Controlled Markov Processes on the Infinite Planning Horizon: Weighted and, Overtaking Cost Criteria
Stochastic control problems for controlled Markov processes models with an infinite planning horizon are considered, under some non-standard cost criteria. The classical discounted and average cost criteria can be viewed ...
Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
This work is a survey of the average cost control problem for discrete-time Markov processes. We have attempted to put together a comprehensive account of the considerable research on this problem over the past three ...
Non-Standard Optimality Criteria for Stochastic Control Problems
In this paper, we survey several recent developments on non- standard optimality criteria for controlled Markov process models of stochastic control problems. Commonly, the criteria employed for optimal decision and control ...
Risk-Sensitive Optimal Control of Hidden Markov Models: Structural Results
We consider a risk-sensitive optimal control problem for hidden Markov models (HMM), i.e. controlled Markov chains where state information is only available to the controller via an output (message) process. Building upon ...
Analysis of an Adaptive Control Scheme for a Partially Observed Controlled Markov Chain
We consider an adaptive finite state controlled Markov chain with partial state information, motivated by a class of replacement problems. We present parameter estimation techniques based on the information available after ...