Nearly Optimal Controls for Stochastic Ergodic Problems with Partial Observation

DOI10.1137/0331013zbMath0770.93092OpenAlexW2043177962MaRDI QIDQ4695426

Wolfgang J. Runggaldier, Łukasz Stettner

Publication date: 8 August 1993

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0331013

zbMATH Keywords

infinite horizonergodic controlnearly optimal controls

Mathematics Subject Classification ID

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

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