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
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
Journal title :
Stochastic Processes and their Applications
