Ergodic control of partially observed Ma
β
Vivek S Borkar
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Article
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1998
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Elsevier Science
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English
β 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