Average Cost Optimality of Partially Observed MDPS: Contraction of Non-linear Filters, Optimal Solutions and Approximations
Fuente:
arXiv
Saved in:
| Main Authors: | Demirci, Yunus Emre, Kara, Ali Devran, Yüksel, Serdar |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Discrete-Time Approximations of Controlled Diffusions with Infinite Horizon Discounted and Average Cost
by: Pradhan, Somnath, et al.
Published: (2025)
by: Pradhan, Somnath, et al.
Published: (2025)
Unique Ergodicity of Non-Linear Filters via Reachability and Uniform Weak Continuity
by: Demirci, Yunus Emre, et al.
Published: (2023)
by: Demirci, Yunus Emre, et al.
Published: (2023)
An Optimal-Control Approach to Infinite-Horizon Restless Bandits: Achieving Asymptotic Optimality with Minimal Assumptions
by: YAN, Chen
Published: (2024)
by: YAN, Chen
Published: (2024)
Approximations and Learning for Decentralized Stochastic Control and Near Optimal Finite Window Policies
by: Mrani-Zentar, Omar, et al.
Published: (2026)
by: Mrani-Zentar, Omar, et al.
Published: (2026)
Near Optimality of Lipschitz and Smooth Policies in Controlled Diffusions
by: Pradhan, Somnath, et al.
Published: (2024)
by: Pradhan, Somnath, et al.
Published: (2024)
Stochastic Optimal Control of an Epidemic Under Partial Information
by: Njiasse, Ibrahim Mbouandi, et al.
Published: (2025)
by: Njiasse, Ibrahim Mbouandi, et al.
Published: (2025)
Controlled Diffusions under Full, Partial and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations
by: Pradhan, Somnath, et al.
Published: (2023)
by: Pradhan, Somnath, et al.
Published: (2023)
On Strategic Measures and Optimality Properties in Discrete-Time Stochastic Control with Universally Measurable Policies
by: Yu, Huizhen
Published: (2022)
by: Yu, Huizhen
Published: (2022)
Beyond Bellman: High-Order Generator Regression for Continuous-Time Policy Evaluation
by: Zheng, Yaowei, et al.
Published: (2026)
by: Zheng, Yaowei, et al.
Published: (2026)
Asynchronous Stochastic Approximation with Applications to Average-Reward Reinforcement Learning
by: Yu, Huizhen, et al.
Published: (2024)
by: Yu, Huizhen, et al.
Published: (2024)
Optimal Feedback Control in Social Networks in a McKean-Vlasov-Friedkin-Johnsen System
by: Pramanik, Paramahansa
Published: (2025)
by: Pramanik, Paramahansa
Published: (2025)
Convergence and turnpike properties of linear-quadratic mean field control problems with common noise
by: Bayraktar, Erhan, et al.
Published: (2026)
by: Bayraktar, Erhan, et al.
Published: (2026)
Randomized Solutions to Convex Programs with Multiple Chance Constraints
by: Schildbach, Georg, et al.
Published: (2012)
by: Schildbach, Georg, et al.
Published: (2012)
Ergodicity and turnpike properties of linear-quadratic mean field control problems
by: Bayraktar, Erhan, et al.
Published: (2025)
by: Bayraktar, Erhan, et al.
Published: (2025)
Cost-optimal Management of a Residential Heating System With a Geothermal Energy Storage Under Uncertainty
by: Takam, Paul Honore, et al.
Published: (2025)
by: Takam, Paul Honore, et al.
Published: (2025)
Stochastic linear-quadratic differential game with Markovian jumps in an infinite horizon
by: Wu, Fan, et al.
Published: (2024)
by: Wu, Fan, et al.
Published: (2024)
Stochastic linear quadratic optimal control problems with regime-switching jumps in infinite horizon
by: Wu, Fan, et al.
Published: (2024)
by: Wu, Fan, et al.
Published: (2024)
Weakly-Coupled Multi-Action Restless Bandits -- Exponential Convergence in Probability
by: Fu, Jing, et al.
Published: (2026)
by: Fu, Jing, et al.
Published: (2026)
Two person non-zero-sum linear-quadratic differential game with Markovian jumps in infinite horizon
by: Wu, Fan, et al.
Published: (2024)
by: Wu, Fan, et al.
Published: (2024)
Centralized Reduction of Decentralized Stochastic Control Models and their weak-Feller Regularity
by: Mrani-Zentar, Omar, et al.
Published: (2024)
by: Mrani-Zentar, Omar, et al.
Published: (2024)
Turnpike Property of a Linear-Quadratic Optimal Control Problem in Large Horizons with Regime Switching II: Non-Homogeneous Cases
by: Mei, Hongwei, et al.
Published: (2025)
by: Mei, Hongwei, et al.
Published: (2025)
Open-loop and closed-loop solvabilities for zero-sum stochastic linear quadratic differential games of Markovian regime switching system
by: Wu, Fan, et al.
Published: (2024)
by: Wu, Fan, et al.
Published: (2024)
The defect, the Malgrange functor, and linear control systems
by: Martsinkovsky, Alex
Published: (2024)
by: Martsinkovsky, Alex
Published: (2024)
Optimal Dividend Control with Transaction Costs under Exponential Parisian Ruin for a Refracted Levy Risk Model
by: Gao, Zhongqin, et al.
Published: (2025)
by: Gao, Zhongqin, et al.
Published: (2025)
Optimal strategies for the growth of dual-seeded lattice structures
by: de Jongh, Maike C., et al.
Published: (2025)
by: de Jongh, Maike C., et al.
Published: (2025)
Average-reward reinforcement learning in semi-Markov decision processes via relative value iteration
by: Yu, Huizhen, et al.
Published: (2025)
by: Yu, Huizhen, et al.
Published: (2025)
Asymptotically Optimal Policies for Weakly Coupled Markov Decision Processes
by: Goldsztajn, Diego, et al.
Published: (2024)
by: Goldsztajn, Diego, et al.
Published: (2024)
Optimal control of SDEs with merely measurable drift: an HJB approach
by: Du, Kai, et al.
Published: (2025)
by: Du, Kai, et al.
Published: (2025)
Multi-Robot Relative Pose Estimation in SE(2) with Observability Analysis: A Comparison of Extended Kalman Filtering and Robust Pose Graph Optimization
by: Shin, Kihoon, et al.
Published: (2024)
by: Shin, Kihoon, et al.
Published: (2024)
Maximum Principles for Partially Observed Controls of Forward SPDEs and Backward SDEs with Jumps
by: Qian, Hongjiang, et al.
Published: (2026)
by: Qian, Hongjiang, et al.
Published: (2026)
A Decomposition Approach for the Gain Function in the Feedback Particle Filter
by: Wang, Ruoyu, et al.
Published: (2025)
by: Wang, Ruoyu, et al.
Published: (2025)
Robust Recurrence of Discrete-Time Infinite-Horizon Stochastic Optimal Control with Discounted Cost
by: Moldenhauer, Robert H., et al.
Published: (2025)
by: Moldenhauer, Robert H., et al.
Published: (2025)
Reinforcement Learning for Dividend Optimization in Partially Observed Regime-Switching Diffusion Model
by: Gao, Zhongqin, et al.
Published: (2026)
by: Gao, Zhongqin, et al.
Published: (2026)
Relationship between General MP and DPP for the Stochastic Recursive Optimal Control Problem With Jumps: Viscosity Solution Framework
by: Wang, Bin, et al.
Published: (2024)
by: Wang, Bin, et al.
Published: (2024)
Turnpike Property of Stochastic Linear-Quadratic Optimal Control Problems in Large Horizons with Regime Switching I: Homogeneous Cases
by: Mei, Hongwei, et al.
Published: (2025)
by: Mei, Hongwei, et al.
Published: (2025)
Near Optimality of Discrete-Time Approximations for Controlled McKean-Vlasov Diffusions and Interacting Particle Systems
by: Pradhan, Somnath, et al.
Published: (2025)
by: Pradhan, Somnath, et al.
Published: (2025)
Reflected stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
by: Liu, Lu, et al.
Published: (2025)
by: Liu, Lu, et al.
Published: (2025)
Reinforcement Learning Methods for the Stochastic Optimal Control of an Industrial Power-to-Heat System
by: Pilling, Eric, et al.
Published: (2024)
by: Pilling, Eric, et al.
Published: (2024)
S-shaped Utility Maximization with VaR Constraint and Partial Information
by: Zhu, Dongmei, et al.
Published: (2025)
by: Zhu, Dongmei, et al.
Published: (2025)
Long run control of nonhomogeneous Markov processes
by: Stettner, Łukasz
Published: (2025)
by: Stettner, Łukasz
Published: (2025)
Similar Items
-
Discrete-Time Approximations of Controlled Diffusions with Infinite Horizon Discounted and Average Cost
by: Pradhan, Somnath, et al.
Published: (2025) -
Unique Ergodicity of Non-Linear Filters via Reachability and Uniform Weak Continuity
by: Demirci, Yunus Emre, et al.
Published: (2023) -
An Optimal-Control Approach to Infinite-Horizon Restless Bandits: Achieving Asymptotic Optimality with Minimal Assumptions
by: YAN, Chen
Published: (2024) -
Approximations and Learning for Decentralized Stochastic Control and Near Optimal Finite Window Policies
by: Mrani-Zentar, Omar, et al.
Published: (2026) -
Near Optimality of Lipschitz and Smooth Policies in Controlled Diffusions
by: Pradhan, Somnath, et al.
Published: (2024)