Identification and Adaptive Control of Markov Chains

DOI10.1137/0320035MaRDI QIDQ3953672zbMATH OpenOpenAlexFDO

Authors Vivek Borkar, Pravin Varaiya

Publication date 1982

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0320035

zbMATH Keywords

asymptotic propertiesmaximum likelihood estimateadaptive lawscountable state controlled Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited in

(12)

• Parameter estimation in continuous-time stochastic processes
• Ergodic control of multidimensional diffusions. II: Adaptive control
• On incomplete learning and certainty-equivalence control
• Adaptive control of linear delay time systems^*
• Parameter estimation in stochastic systems: some recent results and applications
• On the Milito-Cruz adaptive control scheme for Markov chains
• Ergodic and adaptive control of nearest-neighbor motions
• Self-tuning control of diffusions without the identifiability condition
• Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation
• The Kumar-Becker-Lin scheme revisited
• Adaptive service rate control of an M/M/1 queue with server breakdowns
• Sample complexity for Markov chain self-tuner

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