Discretization procedures for adaptive Markov control processes

DOI10.1016/0022-247X(89)90259-XMaRDI QIDQ1123872zbMATH OpenOpenAlexFDO

Authors Steven I. Marcus, Onésimo Hernández-Lerma

Publication date 1989

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247x(89)90259-x

zbMATH Keywords

adaptive Markov control processesasymptotically optimaldiscrete-timeinfinite horizonparameter estimationuniform approximationsunknown disturbance distribution

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Adaptive control/observation systems (93C40)

Recommendations

• scientific article; zbMATH DE number 4123661
• Adaptive Markov control processes
• Adaptive control of discrete time Markov processes by the large deviations method
• Adaptive control for discrete-time Markov processes with unbounded costs: Discounted criterion.
• scientific article; zbMATH DE number 4031438

Cites work

• Adaptive control of discounted Markov decision chains
• Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
• An Approach to Discrete-Time Stochastic Control Problems under Partial Observation
• Approximation and bounds in discrete event dynamic programming
• Approximations of Dynamic Programs, I
• Approximations of Dynamic Programs, II
• Continuous dependence of stochastic control models on the noise distribution
• Convergence of discretization procedures in dynamic programming
• Convergence of Dynamic Programming Models
• Empirical processes: A survey of results for independent and identically distributed random variables
• Estimation and control in discounted stochastic dynamic programming
• Estimation and control in Markov chains
• scientific article; zbMATH DE number 3122709 (Why is no real title available?)
• scientific article; zbMATH DE number 3174053 (Why is no real title available?)
• scientific article; zbMATH DE number 4045510 (Why is no real title available?)
• scientific article; zbMATH DE number 4061056 (Why is no real title available?)
• scientific article; zbMATH DE number 4112513 (Why is no real title available?)
• scientific article; zbMATH DE number 3718880 (Why is no real title available?)
• scientific article; zbMATH DE number 3722445 (Why is no real title available?)
• scientific article; zbMATH DE number 3579744 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3313523 (Why is no real title available?)
• Nonstationary Markov decision problems with converging parameters
• Optimal Plans for Dynamic Programming Problems
• Stochastic optimal control. The discrete time case
• Strongly consistent estimation in a controlled Markov renewal model

Cited in

(6)

• Adaptive Markov control processes
• Value iteration in average cost Markov control processes on Borel spaces
• Note on stability estimation in average Markov control processes.
• Adaptive control of discrete time Markov processes by the large deviations method
• A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs.
• A convex optimization approach to dynamic programming in continuous state and action spaces

This page was built for publication: Discretization procedures for adaptive Markov control processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1123872)