Ergodic control of partially observed Markov chains
| Data(s) |
10/07/1998
|
|---|---|
| Resumo |
The ergodic or long-run average cost control problem for a partially observed finite-state Markov chain is studied via the associated fully observed separated control problem for the nonlinear filter. Dynamic programming equations for the latter are derived, leading to existence and characterization of optimal stationary policies. |
| Formato |
application/pdf |
| Identificador |
http://eprints.iisc.ernet.in/19282/1/art.pdf Borkar, Vivek S (1998) Ergodic control of partially observed Markov chains. In: Systems & Control Letters, 34 (4). pp. 185-189. |
| Publicador |
Elsevier Science |
| Relação |
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V4X-3Y8YY16-4&_user=512776&_rdoc=1&_fmt=&_orig=search&_sort=d&_docanchor=&view=c&_acct=C000025298&_version=1&_urlVersion=0&_userid=512776&md5=6118177586c4f4a64694885afd53ab3e http://eprints.iisc.ernet.in/19282/ |
| Palavras-Chave | #Computer Science & Automation (Formerly, School of Automation) |
| Tipo |
Journal Article PeerReviewed |
