A further remark on dynamic programming for partially observed Markov processes

V.S.Vivek S. Borkar and Amarjit Budhiraja

Stochastic Processes and their Applications, 2004, vol. 112, issue 1, 79-93

Abstract: In (Stochastic Process. Appl. 103 (2003) 293), a pair of dynamic programming inequalities were derived for the 'separated' ergodic control problem for partially observed Markov processes, using the 'vanishing discount' argument. In this note, we strengthen these results to derive a single dynamic programming equation for the same.

Keywords: Controlled; Markov; processes; Dynamic; programming; Partial; observations; Ergodic; cost; Vanishing; discount; Pseudo-atom (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (1)

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