Optimal Sequential Vector Quantization of Markov Sources

  • Authors:
  • Vivek S. Borkar;Sanjoy K. Mitter;Sekhar Tatikonda

  • Affiliations:
  • -;-;-

  • Venue:
  • SIAM Journal on Control and Optimization
  • Year:
  • 2001

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Abstract

The problem of sequential vector quantization of a stationary Markov source is cast as an equivalent stochastic control problem with partial observations. This problem is analyzed using the techniques of dynamic programming, leading to a characterization of optimal encoding schemes.