Optimal Sequential Vector Quantization of Markov Sources
Vivek S. Borkar, Sanjoy K. Mitter, Sekhar Tatikonda · SIAM Journal on Control and Optimization · 2001
The problem of sequential vector quantization of a stationary Markov source is cast as an equivalent stochastic control problem with partial observations. This problem is analyzed using the techniques of dynamic programming, leading to a characterization of optimal encoding schemes.