Borkar, Vivek S. (1991) A remark on control of partially observed Markov chains Annals of Operations Research, 29 (1). pp. 429-438. ISSN 0254-5330
Full text not available from this repository.
Official URL: http://www.springerlink.com/content/108218k461l45g...
Related URL: http://dx.doi.org/10.1007/BF02283609
Abstract
A new state variable is introduced for the problem of controlling a Markov chain under partial observations, which, under a suitably altered probability measure, has a simple evolution.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer-Verlag. |
| Keywords: | Controlled Markov Chains; Unnormalized Law; Dynamic Programming; Change of Measure; Partial Observations |
| ID Code: | 5364 |
| Deposited On: | 18 Oct 2010 08:59 |
| Last Modified: | 20 May 2011 09:46 |
Repository Staff Only: item control page
