Ergodicity of filtering process by vanishing discount approach (Q2474453): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity of filtering process by vanishing discount approach |
scientific article |
Statements
Ergodicity of filtering process by vanishing discount approach (English)
0 references
6 March 2008
0 references
filtering process
0 references
hidden Markov process
0 references
vanishing discount
0 references
invariant measure
0 references
Poisson equation
0 references
partially observed control problem
0 references
Bellman equation
0 references
