Adaptive control of Markov chains with local updates

DOI10.1016/0167-6911(90)90015-MMaRDI QIDQ913734zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 1990

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(90)90015-m

zbMATH Keywords

dynamic programmingexpected average cost controlfinite state Markov chainslocal updatesstrongly consistent parameter estimator

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Dynamic programming (90C39) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Recommendations

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• Adaptive control of average Markov decision chains under the Lyapunov stability condition
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Cites work

• A Survey of Some Results in Stochastic Adaptive Control
• Adaptive control of Markov chains, I: Finite parameter set
• An optimization-oriented approach to the adaptive control of Markov chains
• Computationally efficient algorithms for on-line optimization of Markov decision processes
• Decentralized learning in finite Markov chains
• Estimation and control in Markov chains
• scientific article; zbMATH DE number 3924501 (Why is no real title available?)
• Learning algorithms for Markov decision processes
• Optimal adaptive controllers for unknown Markov chains

Cited in

(6)

• Computationally efficient algorithms for on-line optimization of Markov decision processes
• An optimization-oriented approach to the adaptive control of Markov chains
• Adaptive control of constrained Markov chains
• Adaptive control of Markov chains with average cost
• Adaptive average control for piecewise deterministic Markov processes
• Non-stationary value iteration for adaptive average control of piecewise deterministic Markov processes

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