Dynamic Programming for Ergodic Control of Markov Chains under Partial Observations: A Correction

DOI10.1137/05064610XzbMath1126.93435OpenAlexW2075282288MaRDI QIDQ5426924

Vivek S. Borkar

Publication date: 16 November 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/05064610x

zbMATH Keywords

dynamic programmingergodic controlpartial observationscontrolled Markov chains

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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