Asymptotically efficient adaptive allocation schemes for controlled Markov chains: finite parameter space

DOI10.1109/9.40770MaRDI QIDQ3032153zbMATH OpenOpenAlexFDO

Authors Rajeev Agrawal, Demosthenis Teneketzis, V. Anantharam

Publication date 1989

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

Full work available at URL https://doi.org/10.1109/9.40770

zbMATH Keywords

infinite horizonasymptotically efficientcontrolled Markov chainuniformly good adaptive control schemes

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Adaptive control/observation systems (93C40) Stochastic systems in control theory (general) (93E03)

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Cited in

(9)

• Certainty equivalence control with forcing: Revisited
• The multi-armed bandit problem: an efficient nonparametric solution
• Learning to optimize via information-directed sampling
• Optimal strategies for a class of sequential control problems with precedence relations
• Arbitrary side observations in bandit problems
• Open problems in universal induction \& intelligence
• Computing optimal policies for Markovian decision processes using simulation
• Strong consistency of Bayes estimates in nonlinear stochastic regression models
• Asymptotically efficient adaptive allocation schemes for controlled i.i.d. processes: finite parameter space

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