A further remark on dynamic programming for partially observed Markov processes
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- Borkar, V. S., 2003. "Dynamic programming for ergodic control with partial observations," Stochastic Processes and their Applications, Elsevier, vol. 103(2), pages 293-310, February.
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Cited by:
- T. Duncan & B. Pasik-Duncan & L. Stettner, 2005. "Ergodic and adaptive control of hidden Markov models," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 62(2), pages 297-318, November.
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Keywords
Controlled Markov processes Dynamic programming Partial observations Ergodic cost Vanishing discount Pseudo-atom;Statistics
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