Asymptotically Efficient Adaptive Choice of Control Laws inControlled Markov Chains
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adaptive control of Markov chainscertainty equivalencemultiarmed bandit problemsequential testinguncertainty adjustments
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Sequential statistical analysis (62L10) Adaptive control/observation systems (93C40) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)
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