Publication:3816866
From MaRDI portal
zbMath0665.62085MaRDI QIDQ3816866
Adam Shwartz, Armand M. Makowski, Dye-Jyun Ma
Publication date: 1988
adaptive policy; strong consistency; randomization bias; constrained Markov decision problems; adaptive algorithm of stochastic approximation type
62L20: Stochastic approximation
90C40: Markov and semi-Markov decision processes
65C99: Probabilistic methods, stochastic differential equations