Optimal Control and Estimation of Stochastic Systems with Costly Partial Information
Stochastic control problems that arise in sequential decision making applications typically assume that information used for decision-making is obtained according to a predetermined sampling schedule. In many real applications however, there is a high sampling cost associated with collecting such da...
| Main Author: | |
|---|---|
| Other Authors: | |
| Language: | en_ca |
| Published: |
2012
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/1807/32792 |