𝔖 Bobbio Scriptorium
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Conditional Probability Distributions for Partially Observed Markov Chains

✍ Scribed by M. Rudemo


Book ID
125059195
Publisher
Applied Probability Trust
Year
1974
Tongue
English
Weight
220 KB
Volume
6
Category
Article
ISSN
0001-8678

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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