Ergodic control of partially observed Markov chains

Systems and Control Letters

Volumn 34, Issue 4, 1998, Pages 185-189

  Borkar, Vivek S ^a,b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b INDIAN INSTITUTE OF SCIENCE   (India)

Author keywords

Controlled Markov chains; Dynamic programming; Ergodic control; Optimal stationary policies; Partial observations

Indexed keywords

DYNAMIC PROGRAMMING; MARKOV PROCESSES; PROBLEM SOLVING;

ERGODIC CONTROL; OPTIMAL STATIONARY POLICY; PARTIALLY OBSERVED MARKOV CHAINS;

CONTROL SYSTEM ANALYSIS;

EID: 0032121155     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(98)00016-4     Document Type: Article

References (7)

1. A. Arapostathis, V.S. Borkar, E. Fernàndez-Gaucherand, M.K. Ghosh, S.I. Marcus, Discrete-time controlled Markov processes with average cost criterion: a survey, SIAM J. Control Optim. 31 (1993) 282-344.
2. V.S. Borkar, Topics in Controlled Markov Chains, Pitman Research Notes in Maths., vol. 240, Longman Scientific and Technical, Harlow, 1991.
3. V.S. Borkar, White noise representation in stochastic realization theory, SIAM J. Control Optim. 31 (1993) 1093-1102.
4. C. Liverani, Decay of correlations, Ann. Math. 142 (1995) 239-301.
5. W.J. Runggaldier, L. Stettner, Approximations of Discrete Time Partially Observed Control Problems, Applied Maths. Monograph, vol. 6, Giardini Editor Stampatori, Pisa, 1994.
6. L. Stettner, Ergodic control of partially observed Markov processes with equivalent transition probabilities, Appl. Math. 22 (1) (1993) 25-38.
7. D.H. Wagner, Survey of measurable selection theorems, SIAM J. Control Optim. 15 (1977) 859-903.