CONTENTS1. Introduction........................................................................................................ 52. Preliminary results and assumptions.................................................................. 73. Approximation of the invariant measure.............................................................. 144. Construction of nearly optimal control functions................................................ 24 4.1. Approximation of admissible control functions.................................. 24 4.2. State space discretization...................................................................... 25 4.3. Comments on further discretizations................................................... 315. Nearly optimal control values................................................................................. 316. An example................................................................................................................ 35 References....................................................................................................... 36
@book{bwmeta1.element.zamlynska-2115dada-63ba-4253-9099-3625a3933b0b,
author = {\L ukasz Stettner},
title = {Ergodic control of Markov processes with mixed observation structure},
series = {GDML\_Books},
publisher = {Instytut Matematyczny Polskiej Akademi Nauk},
address = {Warszawa},
year = {1995},
zbl = {0827.93067},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.zamlynska-2115dada-63ba-4253-9099-3625a3933b0b}
}
Łukasz Stettner. Ergodic control of Markov processes with mixed observation structure. GDML_Books (1995), http://gdmltest.u-ga.fr/item/bwmeta1.element.zamlynska-2115dada-63ba-4253-9099-3625a3933b0b/