Identification and Adaptive Control of Markov Chains

DOI10.1137/0320035zbMath0491.93063OpenAlexW2078273556MaRDI QIDQ3953672

Vivek S. Borkar, Pravin P. Varaiya

Publication date: 1982

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0320035

zbMATH Keywords

asymptotic propertiesmaximum likelihood estimateadaptive lawscountable state controlled Markov chains

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Identification in stochastic control theory (93E12)

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Parameter estimation in continuous-time stochastic processes ⋮ Self-tuning control of diffusions without the identifiability condition ⋮ Parameter estimation in stochastic systems: some recent results and applications ⋮ Adaptive control of linear delay time systems^* ⋮ Ergodic and adaptive control of nearest-neighbor motions ⋮ Ergodic control of multidimensional diffusions. II: Adaptive control ⋮ On Incomplete Learning and Certainty-Equivalence Control ⋮ The Kumar-Becker-Lin scheme revisited ⋮ Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation ⋮ Sample complexity for Markov chain self-tuner ⋮ On the Milito-Cruz adaptive control scheme for Markov chains

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