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Property / author: Q1073764 / rank
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Property / author: Łukasz Stettner / rank
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Property / author: Giovanni B. Di Masi / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.sysconle.2007.08.004 / rank
 
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Latest revision as of 17:27, 27 June 2024

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Ergodicity of filtering process by vanishing discount approach
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    Ergodicity of filtering process by vanishing discount approach (English)
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    6 March 2008
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    filtering process
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    hidden Markov process
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    vanishing discount
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    invariant measure
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    Poisson equation
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    partially observed control problem
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    Bellman equation
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