Discretization procedures for adaptive Markov control processes
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Publication:1123872
DOI10.1016/0022-247X(89)90259-XzbMath0677.93073OpenAlexW2032419970MaRDI QIDQ1123872
Steven I. Marcus, Onésimo Hernández-Lerma
Publication date: 1989
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-247x(89)90259-x
infinite horizonparameter estimationdiscrete-timeasymptotically optimaluniform approximationsadaptive Markov control processesunknown disturbance distribution
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Related Items (4)
A convex optimization approach to dynamic programming in continuous state and action spaces ⋮ Note on stability estimation in average Markov control processes ⋮ Value iteration in average cost Markov control processes on Borel spaces ⋮ A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs
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