A further remark on dynamic programming for partially observed Markov processes

Stochastic Processes and their Applications

Volumn 112, Issue 1, 2004, Pages 79-93

  Borkar, Vivek S ^a   Budhiraja, Amarjit ^b  

^a TATA INSTITUTE OF FUNDAMENTAL RESEARCH   (India)

^b University of North Carolina at Chapel Hill   (United States)

Author keywords

Controlled Markov processes; Dynamic programming; Ergodic cost; Partial observations; Pseudo atom; Vanishing discount

Indexed keywords

EID: 2542487340     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2004.01.011     Document Type: Article

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