A remark on control of partially observed Markov chains

A remark on control of partially observed Markov chains

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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:
Abstract:

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.

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