Some new results on the ergodic control of partially observed Markov chains
作者
Dong-Ming Chuang,Ari Arapostathis
标识
DOI:10.1109/cdc.1999.830914
摘要
We derive the dynamic programming equations for the ergodic control problem of partially observed Markov chains with finite state space and compact action space under a rather weak condition imposed on the optimal discounted policies.