ArticleOriginal scientific text
Title
Ergodic control of partially observed Markov processes with equivalent transition probabilities
Authors 1
Affiliations
- Institute of Mathematics, Polish Academy of Sciences, P.O. Box 137, 00-950 Warszawa, Poland
Abstract
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.
Keywords
partial observation, long run average cost, stochastic control, Bellman equation
Bibliography
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Pages:
25-38
Main language of publication
English
Received
1992-06-22
Published
1993
Exact and natural sciences