Estimation and control in multichain processes (Q1176867)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and control in multichain processes |
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Estimation and control in multichain processes (English)
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25 June 1992
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The paper considers Markovian decision processes in discrete time with transition probabilities depending on an unknown parameter which may change step by step. In the case of convergence of such a parameter sequence a policy maximizing the average expected reward over an infinite horizon is looked for. Under continuity conditions, the uniform optimality of a policy based on ``estimation and control'' for some multichain models is shown.
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adaptive controls
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discrete time
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average expected reward
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