A further remark on dynamic programming for partially observed Markov processes

DOI10.1016/J.SPA.2004.01.011zbMath1114.93098OpenAlexW2131783016MaRDI QIDQ2485767

Amarjit Budhiraja, Vivek S. Borkar

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2004.01.011

zbMATH Keywords

Dynamic programmingPartial observationsErgodic costControlled Markov processesPseudo-atomVanishing discount

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Related Items (7)

Robustness to Incorrect Priors and Controlled Filter Stability in Partially Observed Stochastic Control ⋮ Geometry of information structures, strategic measures and associated stochastic control topologies ⋮ Ergodic and adaptive control of hidden Markov models ⋮ Partially observed semi-Markov zero-sum games with average payoff ⋮ Ergodicity of filtering process by vanishing discount approach ⋮ Weak Feller property of non-linear filters ⋮ On the existence of stationary optimal policies for partially observed MDPs under the long-run average cost criterion

Cites Work

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• Optimal Infinite-Horizon Undiscounted Control of Finite Probabilistic Systems
• Optimal Control for Partially Observed Diffusions
• Survey of Measurable Selection Theorems
• Ergodic control of partially observed Markov processes with equivalent transition probabilities
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations

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