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Avtomatika i Telemekhanika, 1987, Issue 4, Pages 45–57
(Mi at4415)
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Stochastic Systems
A controlled partially observable model having periodic characteristics
A. B. Piunovskiy Moscow
Abstract:
An averaged controlled stochastically discontinuous model in which the information is incomplete over an infinite time horizon is studied. A range of periodic control strategies are introduced and its sufficiency is proved for models having periodic characteristics. An algorithm for design of an $\varepsilon$-optimal periodic strategy is described. A «four-armed bandit» problem is considered for illustration.
Received: 20.02.1986
Citation:
A. B. Piunovskiy, “A controlled partially observable model having periodic characteristics”, Avtomat. i Telemekh., 1987, no. 4, 45–57
Linking options:
https://www.mathnet.ru/eng/at4415 https://www.mathnet.ru/eng/at/y1987/i4/p45
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Statistics & downloads: |
Abstract page: | 90 | Full-text PDF : | 27 | First page: | 2 |
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