On essential information in sequential decision processes

This paper provides sufficient conditions when certain information about the past of a stochastic decision processes can be ignored by a controller. We illustrate the results with particular applications to queueing control, control of semi-Markov decision processes with iid sojourn times, and uniformization of continuous-time Markov decision processes. Copyright Springer-Verlag 2005

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Year of publication:	2005
Authors:	Feinberg, Eugene
Published in:	Mathematical Methods of Operations Research. - Springer. - Vol. 62.2005, 3, p. 399-410
Publisher:	Springer

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010999797