A further remark on dynamic programming for partially observed Markov processes

DOI10.1016/J.SPA.2004.01.011MaRDI QIDQ2485767zbMATH OpenOpenAlexFDO

Authors Vivek Borkar, Amarjit Budhiraja

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

Controlled Markov processesDynamic programmingErgodic costPartial observationsPseudo-atomVanishing discount

Mathematics Subject Classification ID

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

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Cites work

• Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations
• Dynamic programming for ergodic control with partial observations.
• Ergodic control of partially observed Markov processes with equivalent transition probabilities
• scientific article; zbMATH DE number 42423 (Why is no real title available?)
• scientific article; zbMATH DE number 49674 (Why is no real title available?)
• scientific article; zbMATH DE number 825585 (Why is no real title available?)
• Markov chains and stochastic stability
• Optimal Control for Partially Observed Diffusions
• Optimal Infinite-Horizon Undiscounted Control of Finite Probabilistic Systems
• Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Survey of Measurable Selection Theorems
• White-Noise Representations in Stochastic Realization Theory

Cited in

(11)

• Geometry of information structures, strategic measures and associated stochastic control topologies
• Weak Feller property of non-linear filters
• Ergodic and adaptive control of hidden Markov models
• Ergodicity of filtering process by vanishing discount approach
• On the existence of stationary optimal policies for partially observed MDPs under the long-run average cost criterion
• Dynamic programming for ergodic control with partial observations.
• Robustness to incorrect priors and controlled filter stability in partially observed stochastic control
• Dynamic Programming for Ergodic Control of Markov Chains under Partial Observations: A Correction
• Average cost optimality of partially observed MDPs: contraction of nonlinear filters and existence of optimal solutions and approximations
• Another look at partially observed optimal stochastic control: existence, ergodicity, and approximations without belief-reduction
• Partially observed semi-Markov zero-sum games with average payoff

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