A Further Remark on Dynamic Programming for Partially Observed Markov Processes
نویسندگان
چکیده
In [5], 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. 1Research supported in part by a grant for ‘Nonlinear Studies’ from the Indian Space Research Organization and the Defense Research and Development Organization, Government of India, administered through the Indian Institute of Science 2Research supported in part by
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