A note on some new results on the ergodic control of partially observed Markov chains

Proceedings of the 2004 American Control Conference ◽

10.23919/acc.2004.1383687 ◽

2004 ◽

Author(s):

Shun-Pin Hsu ◽

A. Arapostathis

Keyword(s):

Markov Chains ◽

Ergodic Control ◽

Partially Observed

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Some new results on the ergodic control of partially observed Markov chains

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) ◽

10.1109/cdc.1999.830914 ◽

2003 ◽

Author(s):

D.-M. Chuang ◽

A. Arapostathis

Keyword(s):

Markov Chains ◽

Ergodic Control ◽

Partially Observed

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Erratum to “Ergodic control of partially observed Markov chains” [Systems Control Lett. 34 (1998) 185–189]

Systems & Control Letters ◽

10.1016/s0167-6911(99)00027-4 ◽

1999 ◽

Vol 37 (3) ◽

pp. 181 ◽

Cited By ~ 1

Author(s):

Vivek S Borkar

Keyword(s):

Markov Chains ◽

Ergodic Control ◽

Partially Observed ◽

Systems Control

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Ergodic control of partially observed Markov chains

Systems & Control Letters ◽

10.1016/s0167-6911(98)00016-4 ◽

1998 ◽

Vol 34 (4) ◽

pp. 185-189 ◽

Cited By ~ 9

Author(s):

Vivek S Borkar

Keyword(s):

Markov Chains ◽

Ergodic Control ◽

Partially Observed

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Conditional probability distributions for partially observed Markov chains

Advances in Applied Probability ◽

10.2307/1426285 ◽

1974 ◽

Vol 6 (2) ◽

pp. 250-251

Author(s):

M. Rudemo

Keyword(s):

Markov Chains ◽

Conditional Probability ◽

Probability Distributions ◽

Partially Observed

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Exact and Approximate Bayesian Smoothing Algorithms in Partially Observed Markov Chains

2006 IEEE Nonlinear Statistical Signal Processing Workshop ◽

10.1109/nsspw.2006.4378841 ◽

2006 ◽

Cited By ~ 2

Author(s):

Boujemaa Ait-el-Fquih ◽

Francois Desbouvries

Keyword(s):

Markov Chains ◽

Partially Observed ◽

Approximate Bayesian ◽

Bayesian Smoothing

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Ergodic Control of Markov Chains with Constraints—the General Case

SIAM Journal on Control and Optimization ◽

10.1137/s1052623491218895 ◽

1994 ◽

Vol 32 (1) ◽

pp. 176-186 ◽

Cited By ~ 25

Author(s):

Vivek S. Borkar

Keyword(s):

Markov Chains ◽

Ergodic Control

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A remark on control of partially observed Markov chains

Annals of Operations Research ◽

10.1007/bf02283609 ◽

1991 ◽

Vol 29 (1) ◽

pp. 429-438 ◽

Cited By ~ 4

Author(s):

Vivek S. Borkar

Keyword(s):

Markov Chains ◽

Partially Observed

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Prediction and smoothing for partially observed Markov chains

Journal of Mathematical Analysis and Applications ◽

10.1016/0022-247x(75)90159-6 ◽

1975 ◽

Vol 49 (1) ◽

pp. 1-23 ◽

Cited By ~ 12

Author(s):

Mats Rudemo

Keyword(s):

Markov Chains ◽

Partially Observed

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Structured risk-sensitivity for partially observed Markov chains

2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601) ◽

10.1109/cdc.2004.1429247 ◽

2004 ◽

Author(s):

V.R. Ramezani ◽

S.I. Marcus ◽

M. Fu

Keyword(s):

Markov Chains ◽

Risk Sensitivity ◽

Partially Observed

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The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains

The Annals of Applied Probability ◽

10.1214/15-aap1149 ◽

2016 ◽

Vol 26 (4) ◽

pp. 2357-2383 ◽

Cited By ~ 1

Author(s):

Randal Douc ◽

François Roueff ◽

Tepmony Sim

Keyword(s):

Markov Chains ◽

Partially Observed ◽

Log Likelihood

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