Adaptive control of Markov chains with average cost

DOI10.1109/9.917662MaRDI QIDQ4540356zbMATH OpenOpenAlexFDO

Authors Zhiyuan Ren, Bruce H. Krogh

Publication date 21 July 2002

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.917662

zbMATH Keywords

adaptive controllong-run average costMarkov controloptimal policyoptimal system performanceunknown system transitions

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Stochastic learning and adaptive control (93E35)

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• Adaptive control of constrained Markov chains: Criteria and policies
• Adaptive control for discrete-time Markov processes with unbounded costs: Average criterion
• Adaptive control of average Markov decision chains under the Lyapunov stability condition
• Sample complexity for Markov chain self-tuner
• Action time sharing policies for ergodic control of Markov chains
• Asymptotically efficient adaptive allocation schemes for controlled Markov chains: finite parameter space
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• An optimization-oriented approach to the adaptive control of Markov chains
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• Adaptive control of constrained Markov chains
• Penalty function and adaptive control of constrained finite Markov chains
• Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion
• Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost
• Adaptive control of Markov chains with local updates

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