Ergodicity of filtering process by vanishing discount approach

Systems and Control Letters

Volumn 57, Issue 2, 2008, Pages 150-157

  Di Masi, G B ^a   Stettner, L ^b  

^a UNIVERSITY OF PADOVA   (Italy)

^b INSTITUTE OF MATHEMATICS   (Poland)

Author keywords

Bellman equation; Filtering process; Hidden Markov process; Invariant measure; Partially observed control problem; Poisson equation; Vanishing discount

Indexed keywords

FILTRATION; FUNCTIONAL ANALYSIS; HIDDEN MARKOV MODELS; POISSON EQUATION; PROBLEM SOLVING;

BELLMAN EQUATION; ERGODICITY; FILTERING PROCESS; INVARIANT MEASURE; PARTIALLY OBSERVED CONTROL PROBLEM; VANISHING DISCOUNT;

COMPUTATIONAL METHODS;

EID: 37149010770     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sysconle.2007.08.004     Document Type: Article

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