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.