A further remark on dynamic programming for partially observed Markov processes

DOI10.1016/j.spa.2004.01.011zbMath1114.93098MaRDI QIDQ2485767

Vivek S. 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

Dynamic programming; Partial observations; Ergodic cost; Controlled Markov processes; Pseudo-atom; Vanishing discount

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

93E20: Optimal stochastic control

Related Items

Partially observed semi-Markov zero-sum games with average payoff, 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

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