Average cost optimality of partially observed MDPs: contraction of nonlinear filters and existence of optimal solutions and approximations

Ali Devran Kara, Serdar Yüksel, Yunus Emre Demirci

Publication date: 20 November 2024

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

zbMATH Keywords

nonlinear filtering average cost optimality equation

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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