Geodesic
Ergodic control of partially observed Markov processes with equivalent transition probabilities
Applicationes Mathematicae, Tome 22 (1993) no. 1, pp. 25-38.

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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 
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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. http://geodesic.mathdoc.fr/articles/10.4064/am-22-1-25-38/

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