Brief paper: Finite-state, discrete-time optimization with randomly varying observation quality

Authors:
Chelsea C. White
Affiliations:
-
Venue:
Automatica (Journal of IFAC)
Year:
1976

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Abstract

Abstract: This paper formulates and analyzes a generalized, finite-state version of the linear-quadratic-Gaussian control problem with interrupted observations. The mechanism that varies observation quality is allowed to be partially observed and subject to control. The new problem formulation is noted to be a special case of a vector version of a partially observed Markov optimization problem. Upper and lower bounds on optimal cost are determined for the case where the mechanism that varies observation quality is completely observed. Numerical approaches for the partially observed Markov optimization problem that are applicable to the newly formulated optimization problem are discussed.