Another look at partially observed optimal stochastic control: existence, ergodicity, and approximations without belief-reduction

DOI10.1007/S00245-024-10211-9MaRDI QIDQ6667551

Serdar Yüksel

Publication date: 20 January 2025

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

Markov decision processesergodicityapproximationsoptimal filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time Markov processes on general state spaces (60J05) Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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