Ergodic control of partially observed Markov chains
| Autor: | Borkar, VS |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 1998 |
| Předmět: | |
| Zdroj: | IndraStra Global. |
| ISSN: | 2381-3652 |
| Popis: | The ergodic or long-run average cost control problem for a partially observed finite-state Markov chain is studied via the associated fully observed separated control problem for the nonlinear filter. Dynamic programming equations for the latter are derived, leading to existence and characterization of optimal stationary policies. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|