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A partially observed control problem for Markov chains

✍ Scribed by Robert J. Elliott

Publisher
Springer
Year
1992
Tongue
English
Weight
721 KB
Volume
25
Category
Article
ISSN
0095-4616

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πŸ“œ SIMILAR VOLUMES

Ergodic control of partially observed Ma
Ergodic control of partially observed Markov chains
✍ Vivek S Borkar πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 96 KB

The ergodic or long-run average cost control problem for a partially observed ΓΏnite-state Markov chain is studied via the associated fully observed separated control problem for the nonlinear ΓΏlter. Dynamic programming equations for the latter are derived, leading to existence and characterization o

Erratum to β€œErgodic control of partially
Erratum to β€œErgodic control of partially observed Markov chains” [Systems Control Lett. 34 (1998) 185–189]
✍ Vivek S Borkar πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 38 KB

at Austin, has pointed out in a private communication a aw in the arguments leading to Lemma 2.3 of [1]. The problem is that (in the notation of [1]) the relation has on the r.h.s. n occurring as an argument of G which introduces a nonlinear dependence of the r.h.s. on n . But then the application