Borkar, V. S. (2000) Average cost dynamic programming equations for controlled Markov chains with partial observations SIAM Journal on Control and Optimization, 39 (3). pp. 673-681. ISSN 0363-0129
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Official URL: http://epubs.siam.org/sicon/resource/1/sjcodc/v39/...
Abstract
The value function for the average cost control of a class of partially observed Markov chains is derived as the "vanishing discount limit," in a suitable sense, of the value functions for the corresponding discounted cost problems. The limiting procedure is justified by bounds derived using a simple coupling argument.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Society for Industrial and Applied Mathematics. |
| Keywords: | Average Cost Control; Controlled Markov Chains; Partial Observations; Dynamic Programming; Vanishing Discount Limit |
| ID Code: | 81446 |
| Deposited On: | 06 Feb 2012 05:04 |
| Last Modified: | 06 Feb 2012 05:04 |
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