An optimization-oriented approach to the adaptive control of Markov chains

DOI10.1109/TAC.1987.1104709MaRDI QIDQ3770427zbMATH OpenFDO

Authors Rodolfo A. Milito, Cruz, J. B. jun.

Publication date 1987

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

Full work available at URL https://doi.org/10.1109/TAC.1987.1104709

zbMATH Keywords

adaptive controlalgorithmcertainty equivalencecomposite functionallong run average costMarkov chainon-line estimationunknown parameter

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cited in

(16)

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• Analysis of an adaptive control scheme for a partially observed controlled Markov chain
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• Assessing the Impact of Head Starts in the Performance of One-Sided Markov-Type Control Schemes
• An asymptotically optimal learning controller for finite Markov chains with unknown transition probabilities
• scientific article; zbMATH DE number 4003941 (Why is no real title available?)
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• Minimizing the learning loss in adaptive control of Markov chains under the weak accessibility condition
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• Asymptotically Efficient Adaptive Choice of Control Laws inControlled Markov Chains
• Adaptive control of Markov chains with average cost
• scientific article; zbMATH DE number 926760 (Why is no real title available?)
• Adaptive optimization algorithm for nonlinear Markov jump systems with partial unknown dynamics
• Adaptive control of Markov chains with local updates

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