| Article ID: | iaor19911694 |
| Country: | Switzerland |
| Volume: | 29 |
| Start Page Number: | 429 |
| End Page Number: | 438 |
| Publication Date: | Apr 1991 |
| Journal: | Annals of Operations Research |
| Authors: | Borkar V.S. |
A new state variable is introduced for the problem of controlling a Markov chain under partial observations, which, under a suitably altered probability measure has a simple evolution.