Structural results for partially observed control models

Structural results for partially observed control models

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Article ID: iaor19921415
Country: Germany
Volume: 35
Start Page Number: 473
End Page Number: 490
Publication Date: Jan 1991
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors:
Abstract:

A general partially observed control model with discrete time parameter is investigated. The present main interest concerns monotonicity results and bounds for the value functions and for optimal policies. In particular, the paper shows how the value functions depend on the observation kernels and it presents conditions for a lower bound of an optimal policy. The approach is based on two multivariate stochastic orderings: the TP2 ordering and the Blackwell ordering.

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