Ergodicity of filtering process by vanishing discount approach
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Publication:2474453
DOI10.1016/j.sysconle.2007.08.004zbMath1137.93053OpenAlexW2050221948MaRDI QIDQ2474453
Łukasz Stettner, Giovanni B. Di Masi
Publication date: 6 March 2008
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2007.08.004
Bellman equationinvariant measurePoisson equationhidden Markov processpartially observed control problemvanishing discountfiltering process
Filtering in stochastic control theory (93E11) Discrete-time Markov processes on general state spaces (60J05) Dynamic programming in optimal control and differential games (49L20)
Related Items
Weak Feller property of non-linear filters, The stability of conditional Markov processes and Markov chains in random environments
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