A Remark on Control of Partially Observed Markov Chains

Borkar, Vivek S (1991) A Remark on Control of Partially Observed Markov Chains. In: Annals of Operations Research, 29 (1). pp. 429-438.

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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:	Journal Article
Additional Information:	Copyright of this article belongs to Springer.
Keywords:	Controlled Markov chains;Unnormalized law;Dynamic programming;Change of measure;Partial observations
Department/Centre:	Division of Electrical Sciences > Electrical Engineering
Date Deposited:	02 Apr 2007
Last Modified:	19 Sep 2010 04:31
URI:	http://eprints.iisc.ernet.in/id/eprint/8547

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