Title of article
A further remark on dynamic programming for partially observed Markov processes
Author/Authors
Borkar، نويسنده , , Vivek S. and Budhiraja، نويسنده , , Amarjit، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
15
From page
79
To page
93
Abstract
In (Stochastic Process. Appl. 103 (2003) 293), a pair of dynamic programming inequalities were derived for the ‘separated’ ergodic control problem for partially observed Markov processes, using the ‘vanishing discount’ argument. In this note, we strengthen these results to derive a single dynamic programming equation for the same.
Keywords
Partial observations , Dynamic programming , Ergodic cost , Pseudo-atom , Vanishing discount , Controlled Markov processes
Journal title
Stochastic Processes and their Applications
Serial Year
2004
Journal title
Stochastic Processes and their Applications
Record number
1577419
Link To Document