Borkar, V.S. Vivek S.; Budhiraja, Amarjit - In: Stochastic Processes and their Applications 112 (2004) 1, pp. 79-93
In (Stochastic Process. Appl. 103 (2003) 293), a pair of dynamic programming inequalities were derived for the 'separated' ergodic control problem for partially observed Markov processes, using the 'vanishing discount' argument. In this note, we strengthen these results to derive a single...