Browsing Natural and Mathematical Sciences by Subject "Non-linear filtering"
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Asymptotic optimality of finite model approximations for partially observed markov decision processes with discounted cost (IEEE, 2020-01)We consider finite model approximations of discrete-time partially observed Markov decision processes (POMDPs) under the discounted cost criterion. After converting the original partially observed stochastic control problem ...
(Elsevier, 2019-12)Weak Feller property of controlled and control-free Markov chains leads to many desirable properties. In control-free setups this leads to the existence of invariant probability measures for compact spaces and applicability ...
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