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)

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