Coupling based estimation approaches for the average reward performance potential in Markov chains

DOI10.1016/j.automatica.2018.03.011zbMath1414.60061OpenAlexW2794916412WikidataQ130046852 ScholiaQ130046852MaRDI QIDQ1796998

Jiangang Li, Yunjiang Lou, Haoyao Chen, Xin-Yu Wu, Yan-Jie Li

Publication date: 17 October 2018

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2018.03.011

zbMATH Keywords

value functionperformance potentialcoupling techniquesestimation with geometric variance reductionperturbation realization factor

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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