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Structural results for partially observed control models

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Abstract

A general partially observed control model with discrete time parameter is investigated. Our main interest concerns monotonicity results and bounds for the value functions and for optimal policies. In particular, we show how the value functions depend on the observation kernels and we present conditions for a lower bound of an optimal policy. Our approach is based on two multivariate stochastic orderings: theTP 2 ordering and the Blackwell ordering.

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Authors and Affiliations

  1. Department of Mathematics, Ulm University, D-7900, Ulm, Germany

    U. Rieder

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  1. U. Rieder
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Dedicated to Prof. Dr. K. Hinderer on the occassion of his 60th birthday

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Rieder, U. Structural results for partially observed control models. ZOR - Methods and Models of Operations Research 35, 473–490 (1991). https://doi.org/10.1007/BF01415990

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  • DOI: https://doi.org/10.1007/BF01415990

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