Publication:4451692
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zbMath1059.93132MaRDI QIDQ4451692
Vivek S. Borkar, Sanjoy K. Mitter
Publication date: 1 March 2004
ergodic control; controlled diffusion; value function; partially observed control problem; storage function; martingale dynamic programming principle
49L20: Dynamic programming in optimal control and differential games
93E20: Optimal stochastic control
93E03: Stochastic systems in control theory (general)
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