- Tytuł:
- Ergodic control of partially observed Markov processes with equivalent transition probabilities
- Autorzy:
- Stettner, Łukasz
- Powiązania:
- https://bibliotekanauki.pl/articles/1340658.pdf
- Data publikacji:
- 1993
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
partial observation
long run average cost
stochastic control
Bellman equation - Opis:
- 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.
- Źródło:
-
Applicationes Mathematicae; 1993-1995, 22, 1; 25-38
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł