𝔖 Bobbio Scriptorium
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partially observed control of markov processes, I

✍ Scribed by Hijab, Omar


Book ID
115530427
Publisher
Taylor and Francis Group
Year
1989
Weight
816 KB
Volume
28
Category
Article
ISSN
1045-1129

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Ergodic control of partially observed Ma
✍ 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