The value function in ergodic control of diffusion processes with partial observations II

DOI10.4064/AM-27-4-455-464MaRDI QIDQ4523024zbMATH OpenOpenAlexFDO

Authors Vivek Borkar

Publication date 7 January 2001

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/219288

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic analysis (60H99)

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Cited in

(7)

• Ergodicity of filtering process by vanishing discount approach
• A further remark on dynamic programming for partially observed Markov processes
• Incremental value of information for discrete-time partially observed stochastic systems
• Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations
• Dynamic programming for ergodic control with partial observations.
• On the ergodic control of ensembles in the presence of non-linear filters
• The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints

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