The Kumar-Becker-Lin scheme revisited (Q1824599): Difference between revisions

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Latest revision as of 11:10, 30 July 2024

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The Kumar-Becker-Lin scheme revisited
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    The Kumar-Becker-Lin scheme revisited (English)
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    1990
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    The Kumar-Becker-Lin scheme introduces a slowly vanishing cost bias in the parameter estimation part of self-tuning control in order to improve its performance. This paper establishes the a.s. optimality of a variant of this scheme for Markov chains on a countable state space when the action space is a compact metric and the parameter space is a compact subset of \(R^ m\).
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    ergodic control
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    Kumar-Becker-Lin scheme
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    parameter estimation
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    self- tuning control
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    a.s. optimality
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    Markov chains
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