Admission Control with Incomplete Information of a Queueing System
Operations Research
Flow Control as a Stochastic Optimal Control Problem with Incomplete Information
Problems of Information Transmission
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A control model over a finite horizon is considered, where the state process is not observable and has to be estimated with an observation process, where each state of the observation process represents a group of states of the unobservable process. We show how the model with partial information can be transformed in one with complete information with the help of the filter technique and conditional probabilities. As a main result we prove the connection between the original and the reduced model and we show an explicite representation of the conditional probability.