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A note on some new results on the ergodic control of partially observed Markov chains | IEEE Conference Publication | IEEE Xplore

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


Abstract:

In an early paper (Chuang, D. M. and Arapostathis, A., 1999), the ergodic control problem of partially observed Markov chains was studied. A major assumption was proposed...Show More

Abstract:

In an early paper (Chuang, D. M. and Arapostathis, A., 1999), the ergodic control problem of partially observed Markov chains was studied. A major assumption was proposed to justify the existence of the optimal policy characterized by a dynamic programming equation. In this note we show that the major assumption, though quite general and easily verifiable, is not satisfied by an important class of machine maintenance problems. A modified version of the assumption is thus presented to improve this shortage and an example is analyzed to show our work.
Date of Conference: 30 June 2004 - 02 July 2004
Date Added to IEEE Xplore: 24 January 2005
Print ISBN:0-7803-8335-4
Print ISSN: 0743-1619
Conference Location: Boston, MA, USA

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