| Article ID: | iaor2002430 |
| Country: | United States |
| Volume: | 39 |
| Issue: | 3 |
| Start Page Number: | 673 |
| End Page Number: | 681 |
| Publication Date: | Oct 2000 |
| Journal: | SIAM Journal on Control and Optimization |
| Authors: | Borkar V.S. |
| Keywords: | markov processes |
The value function for the average cost control of class of partially observed Markov chains is derived as the vanishing discount limit, in suitable sense, of the value functions for the corresponding discounted cost problems. The limiting procedure is justified by bounds derived using a simple coupling argument.