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Optimal Control of Finite State Markov Processes under Counting Observations
Shin, D. R. 成均館大學校 科學技術硏究所 1995 論文集 Vol.46 No.2
The control problems for a finite state Markov process under partial observations are reformulated as ones for piecewise deterministic processes. In a weak sense, the value function is shown to be a viscosity solution of the corresponding Hamilton-Jacobi-Bellman equations.