A. A. Yuškevič, “Reduction of a Markov decision model with incomplete information to a problem with complete information in the case of Borel state and action spaces”, Teor. Veroyatnost. i Primenen., 1976, Volume 21, Issue 1,Pages <nobr>152

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Short Communications

Reduction of a Markov decision model with incomplete information to a problem with complete information in the case of Borel state and action spaces

A. A. Yuškevič

Moscow Institute of Engineers of Transport

Abstract: A control problem for a discrete-time Markov model with general Borel state and action spaces and incomplete state observation (with a known a priori distribution) is reduced to an analogous problem for a model with complete information. In the case of discrete observable state spaces, conditions are found under which the corresponding model with complete information is semicontinuous.

Received: 24.10.1974