Ergodic control of partially observed Markov processes with equivalent transition probabilities

DOI10.4064/am-22-1-25-38zbMath0791.93106OpenAlexW1002071148MaRDI QIDQ4283016

Łukasz Stettner

Publication date: 14 March 1994

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219080

zbMATH Keywords

optimal controlBellman equationpartially observed Markov processlong run average cost functional

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

Related Items (6)

Ergodic and adaptive control of hidden Markov models ⋮ Ergodicity of filtering process by vanishing discount approach ⋮ A further remark on dynamic programming for partially observed Markov processes ⋮ Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon ⋮ Ergodic control of partially observed Markov chains ⋮ Long Run Control with Degenerate Observation

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