Ergodicity of hidden Markov models
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization,Signal Processing,Control and Systems Engineering
Link
http://link.springer.com/content/pdf/10.1007/s00498-005-0153-8.pdf
Reference21 articles.
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3. Bielecki T, Hernandez-Hernandez D, Pliska SR (1999) Risk-sensitive control of finite-state Markov Chains in discrete time, with applications to portfolio management. Math Meth Oper Res 50:167–188
4. Bielecki TR, Pliska SR (1999) Risk-sensitive dynamic asset management. JAMO 39:337–360
5. Borkar VS (1998) Ergodic control of partially observed Markov chains. Sys Control Lett 34:185–189
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