A discussion of an interrupted stochastic control process, i.e., a given discrete stochastic control process with the added feature that there is a chance at any particular stage that the true state of the system will not be known to the decisionmaker. Processes of this type possess interesting and novel aspects and present some complex analytic computational questions.
This report is part of the RAND Corporation Paper series. The paper was a product of the RAND Corporation from 1948 to 2003 that captured speeches, memorials, and derivative research, usually prepared on authors' own time and meant to be the scholarly or scientific contribution of individual authors to their professional fields. Papers were less formal than reports and did not require rigorous peer review.
The RAND Corporation is a nonprofit institution that helps improve policy and decisionmaking through research and analysis. RAND's publications do not necessarily reflect the opinions of its research clients and sponsors.