A remark on control of partially observed Markov chains

DOI10.1007/BF02283609zbMath0722.93082MaRDI QIDQ757323

Vivek S. Borkar

Publication date: 1991

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

cost functionalMarkov chain

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20)

Related Items (3)

Reinforcement learning, sequential Monte Carlo and the EM algorithm ⋮ Asymptotically optimal Bayesian sequential change detection and identification rules ⋮ Modelling of hydrological persistence for hidden state Markov decision processes

Cites Work

• An approximation method for stochastic control problems with partial observation of the state - a method for constructing \(\in\)-optimal controls
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