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A remark on control of partially observed Markov chains |
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| Authors: | Vivek S Borkar |
| Institution: | (1) Department of Electrical Engineering, Indian Institute of Science, 560012 Bangalore, India |
| 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. |
| Keywords: | Controlled Markov chains unnormalized law dynamic programming change of measure partial observations |
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