A learning algorithm for discrete-time stochastic control

DOI10.1017/S0269964800142081MaRDI QIDQ2711577zbMATH OpenOpenAlexFDO

Authors Vivek Borkar

Publication date 2 February 2004

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964800142081

zbMATH Keywords

learningalmost sure convergencenonlinear controlcompact state spacediscrete-time stochastic controlcompact action space\(Q\)-learning algorithmsimulation based algorithm

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Stochastic learning and adaptive control (93E35)

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Cited in

(8)

• On learning discontinuous human control strategies
• A near-optimal polynomial time algorithm for learning in certain classes of stochastic games
• A simple strategy of behavior in a stationary medium with exponential guaranteed convergence rate
• A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization
• A discrete-time stochastic learning control algorithm
• A controller design algorithm with learning property
• On a discrete-time stochastic learning control algorithm
• Stochastic approximation algorithms: overview and recent trends.

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