Displaying similar documents to “Correction to 'The value function in ergodic control of diffusion processes with partial observations II' (Applicationes Math. 27 (2000), 455-464)”

The value function in ergodic control of diffusion processes with partial observations II

Vivek Borkar (2000)

Applicationes Mathematicae

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The problem of minimizing the ergodic or time-averaged cost for a controlled diffusion with partial observations can be recast as an equivalent control problem for the associated nonlinear filter. In analogy with the completely observed case, one may seek the value function for this problem as the vanishing discount limit of value functions for the associated discounted cost problems. This passage is justified here for the scalar case under a stability hypothesis, leading in particular...

Operators with an ergodic power

Teresa Bermúdez, Manuel González, Mostafa Mbekhta (2000)

Studia Mathematica

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We prove that if some power of an operator is ergodic, then the operator itself is ergodic. The converse is not true.

Ergodic theorem, reversibility and the filling scheme

Yves Derriennic (2010)

Colloquium Mathematicae

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The aim of this short note is to present in terse style the meaning and consequences of the "filling scheme" approach for a probability measure preserving transformation. A cohomological equation encapsulates the argument. We complete and simplify Woś' study (1986) of the reversibility of the ergodic limits when integrability is not assumed. We give short and unified proofs of well known results about the behaviour of ergodic averages, like Kesten's lemma (1975). The strikingly simple...

Hopf's ratio ergodic theorem by inducing

Roland Zweimüller (2004)

Colloquium Mathematicae

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We present a very quick and easy proof of the classical Stepanov-Hopf ratio ergodic theorem, deriving it from Birkhoff's ergodic theorem by a simple inducing argument.