Ergodic control of partially observed Markov chains

DOI10.1016/S0167-6911(98)00016-4zbMath0909.93078OpenAlexW2024019306MaRDI QIDQ1274252

Vivek S. Borkar

Publication date: 12 January 1999

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(98)00016-4

zbMATH Keywords

existenceergodic controlpartial observationsoptimal stationary policiescontrolled Markov chainsrynamic programming

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Related Items

On the existence of stationary optimal policies for partially observed MDPs under the long-run average cost criterion ⋮ Ergodicity of hidden Markov models ⋮ Asymptotics of controlled finite memory filters.

Cites Work

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• Decay of correlations
• White-Noise Representations in Stochastic Realization Theory
• Survey of Measurable Selection Theorems
• Ergodic control of partially observed Markov processes with equivalent transition probabilities
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey