Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution

DOI10.1016/0167-6911(87)90055-7zbMath0637.93075OpenAlexW2060403675MaRDI QIDQ1099125

Onésimo Hernández-Lerma, Steven I. Marcus

Publication date: 1987

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(87)90055-7

zbMATH Keywords

discounted reward criterionAdaptive control policiesDiscrete-time stochastic control systemsdriving processindependent and identically distributed (i.i.d.) random elements

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Distribution theory (60E99)

Related Items (11)

Continuous dependence of stochastic control models on the noise distribution ⋮ Density estimation and adaptive control of Markov processes: Average and discounted criteria ⋮ Nonparametric adaptive control of discrete-time partially observable stochastic systems ⋮ Discretization procedures for adaptive Markov control processes ⋮ Nonparametric adaptive control of discounted stochastic systems with compact state space ⋮ Adaptive control of constrained Markov chains: Criteria and policies ⋮ Nonparametric estimation and adaptive control in a class of finite Markov decision chains ⋮ Unnamed Item ⋮ Limiting optimal discounted-cost control of a class of time-varying stochastic systems ⋮ Unnamed Item ⋮ Unnamed Item

Cites Work

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• Empirical processes: A survey of results for independent and identically distributed random variables
• Adaptive Strategies for Certain Classes of Controlled Markov Processes
• Estimation and control in discounted stochastic dynamic programming
• Optimal Plans for Dynamic Programming Problems
• Uniformity in weak convergence

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