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Weak Feller property of non-linear filters
(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 ...
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 ...
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