Bayesian adaptive control of discrete time partially observed Markov processes
Discrete-time Markov processes on general state spaces (60J05) Observability (93B07) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)
This paper is concerned with the adaptive control of partially observed discrete time Markov processes with transition probabilities depending on an unknown random variable. Attention is focused on three models in particular: (a) the mixed observation model, (b) the model with observed regeneration and (c) the rich observation model. Difficulties encountered in the consideration of the adaptive control problem are outlined, and the usefulness of a Bayesian approach is emphasised. For the entire collection see [Zbl 1005.00048].
- A first order approximation forthe convergence of distributionsof the cox processes with
- On the adaptive control of a class of partially observed Markov decision processes
- Adaptive control of a partially observed discrete time Markov process
- Bayesian adaptive control of discrete-time Markov processes with long-run average cost
- scientific article; zbMATH DE number 4172885
- Bayesian adaptive control of discrete-time Markov processes with long-run average cost
- Adaptive control of a partially observed discrete time Markov process
- Adaptive control of partially observable homogeneous processes with independent values
- Optimal methods for the diagnostics of controlled stochastic systems
- Ergodic and adaptive control of hidden Markov models
- scientific article; zbMATH DE number 3831758 (Why is no real title available?)
- scientific article; zbMATH DE number 427962 (Why is no real title available?)
- scientific article; zbMATH DE number 3862968 (Why is no real title available?)
- scientific article; zbMATH DE number 3880569 (Why is no real title available?)
- scientific article; zbMATH DE number 4213226 (Why is no real title available?)
- scientific article; zbMATH DE number 4213892 (Why is no real title available?)
- A Survey of Some Results in Stochastic Adaptive Control
- scientific article; zbMATH DE number 3939238 (Why is no real title available?)
- The finite–horizon version for a partially–observed stochastic control problem of benesš & rishel
- Mixture‐based adaptive probabilistic control
- A first order approximation forthe convergence of distributionsof the cox processes with
- scientific article; zbMATH DE number 1841990 (Why is no real title available?)
- Tracking the output of a poorly known markov process
- Aspects of control for the normal Markov processes
This page was built for publication: Bayesian adaptive control of discrete time partially observed Markov processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4438221)
