Estimation and control in Markov chains
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(55)- Nonstationary value-iteration and adaptive control of discounted semi- Markov processes
- Adaptive control of Markov processes with incomplete state information and unknown parameters
- Finite-state approximations for denumerable multidimensional state discounted Markov decision processes
- Markov decision processes with a minimum-variance criterion
- A unified approach to adaptive control of average reward Markov decision processes
- An expected average reward criterion
- Nonparametric adaptive control of discrete-time partially observable stochastic systems
- Discretization procedures for adaptive Markov control processes
- Nonparametric estimation and adaptive control in a class of finite Markov decision chains
- Ergodic and adaptive control of nearest-neighbor motions
- Estimation and control in multichain processes
- Computationally efficient algorithms for on-line optimization of Markov decision processes
- On the Milito-Cruz adaptive control scheme for Markov chains
- Statistical inference for a finite optimal stopping problem with unknown transition probabilities
- Sample complexity for Markov chain self-tuner
- Notes on average Markov decision processes with a minimum-variance criterion
- The Kumar-Becker-Lin scheme revisited
- Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation
- Recursive adaptive control of Markov decision processes with the average reward criterion
- Central limit theorem for the estimator of the value of an optimal stopping problem
- Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria
- Density estimation and adaptive control of Markov processes: Average and discounted criteria
- Stochastic approximations for finite-state Markov chains
- A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
- Estimation of the coefficients of a diffusion from discrete observations
- scientific article; zbMATH DE number 3644239 (Why is no real title available?)
- Variance-minimization of Markov control processes with pathwise constraints
- scientific article; zbMATH DE number 7232788 (Why is no real title available?)
- Adaptive control of diffusion processes with a discounted reward criterion
- Estimation and control in discounted stochastic dynamic programming
- scientific article; zbMATH DE number 4031438 (Why is no real title available?)
- Existenz durelisehnittsoptimaler Strategien in einem Markoffschen Entscheidungsmodell mit unbekaimter Parameterfolge
- Optimal adaptive inventory control for a multi-location model with redistribution
- scientific article; zbMATH DE number 3784748 (Why is no real title available?)
- Parameter estimation in continuous-time stochastic processes
- Bounds for the regret loss in dynamic programming under adaptive control
- scientific article; zbMATH DE number 9347 (Why is no real title available?)
- Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes
- scientific article; zbMATH DE number 3607286 (Why is no real title available?)
- Strong 0-discount optimal policies in a Markov decision process with a Borel state space
- Adaptive control for discrete-time Markov processes with unbounded costs: Discounted criterion.
- Asymptotic normality of discrete-time Markov control processes
- Semi-Markov control models with partially known holding times distribution: discounted and average criteria
- Optimal ergodic control of Markov diffusion processes with minimum variance
- Ergodic control of multidimensional diffusions. II: Adaptive control
- Adaptive discounted control for piecewise deterministic Markov processes
- Non-stationary value iteration for adaptive average control of piecewise deterministic Markov processes
- Minimum contrast estimators for piecewise deterministic Markov processes
- Adaptive nonstationary value iteration for discounted control of piecewise deterministic Markov processes
- Optimal adaptive control of priority assignment in queueing systems
- Adaptive control of service in queueing systems
- Adaptive control of discounted Markov decision chains
- Markov control models with unknown random state-action-dependent discount factors
- Adaptive control of Markov chains with local updates
- Nonparametric adaptive control of discounted stochastic systems with compact state space
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