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dc.contributor.authorKara, A. D.
dc.contributor.authorSaldı, Naci
dc.contributor.authorYüksel, S.
dc.description.abstractWeak 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 of numerical approximation methods. For controlled setups, this leads to existence and approximation results for optimal control policies. We know from stochastic control theory that partially observed systems can be converted to fully observed systems by replacing the original state space with a probability measure-valued state space, with the corresponding kernel acting on probability measures known as the non-linear filter process. Establishing sufficient conditions for the weak Feller property for such processes is a significant problem, studied under various assumptions and setups in the literature. In this paper, we prove the weak Feller property of the non-linear filter process (i) first under weak continuity of the transition probability of controlled Markov chain and total variation continuity of its observation channel, and then, (ii) under total variation continuity of the transition probability of controlled Markov chain. The former result (i) has first appeared in Feinberg et al. (2016). Here, we present a concise and easy to follow alternative proof for this existing result. The latter result (ii) establishes weak Feller property of non-linear filter process under conditions which have not been previously reported in the literature.en_US
dc.description.sponsorshipNatural Sciences and Engineering Research Council of Canada
dc.relation.ispartofSystems & Control Letters
dc.titleWeak Feller property of non-linear filtersen_US
dc.contributor.departmentÖzyeğin University
dc.contributor.authorID(ORCID 0000-0002-2677-7366 & YÖK ID 283091) Saldı, Naci
dc.contributor.ozuauthorSaldı, Naci
dc.subject.keywordsNon-linear filteringen_US
dc.subject.keywordsPartially observed stochastic controlen_US
dc.relation.publicationcategoryArticle - International Refereed Journal - Institution Academic Staff

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