Geodesic
Ergodic control of partially observed Markov processes with equivalent transition probabilities
Applicationes Mathematicae, Tome 22 (1993) no. 1, pp. 25-38 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

Voir la notice de l'article

Optimal control with long run average cost functional of a partially observed Markov process is considered. Under the assumption that the transition probabilities are equivalent, the existence of the solution to the Bellman equation is shown, with the use of which optimal strategies are constructed.
DOI : 10.4064/am-22-1-25-38
Keywords: partial observation, long run average cost, stochastic control, Bellman equation

Łukasz Stettner 1

1 
@article{10_4064_am_22_1_25_38,
     author = {{\L}ukasz Stettner},
     title = {Ergodic control of partially observed {Markov} processes with equivalent transition probabilities},
     journal = {Applicationes Mathematicae},
     pages = {25--38},
     year = {1993},
     volume = {22},
     number = {1},
     doi = {10.4064/am-22-1-25-38},
     zbl = {0791.93106},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am-22-1-25-38/}
}
TY  - JOUR
AU  - Łukasz Stettner
TI  - Ergodic control of partially observed Markov processes with equivalent transition probabilities
JO  - Applicationes Mathematicae
PY  - 1993
SP  - 25
EP  - 38
VL  - 22
IS  - 1
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am-22-1-25-38/
DO  - 10.4064/am-22-1-25-38
LA  - en
ID  - 10_4064_am_22_1_25_38
ER  - 
%0 Journal Article
%A Łukasz Stettner
%T Ergodic control of partially observed Markov processes with equivalent transition probabilities
%J Applicationes Mathematicae
%D 1993
%P 25-38
%V 22
%N 1
%U http://geodesic.mathdoc.fr/articles/10.4064/am-22-1-25-38/
%R 10.4064/am-22-1-25-38
%G en
%F 10_4064_am_22_1_25_38
Łukasz Stettner. Ergodic control of partially observed Markov processes with equivalent transition probabilities. Applicationes Mathematicae, Tome 22 (1993) no. 1, pp. 25-38. doi: 10.4064/am-22-1-25-38

Cité par Sources :