Penalty function and adaptive control of constrained finite Markov chains

DOI10.1002/(SICI)1099-1115(199811)12:7%3C545::AID-ACS511%3E3.0.CO;2-JMaRDI QIDQ4228247zbMATH OpenOpenAlexFDO

Authors K. Najim, Alexander S. Poznyak

Publication date 20 February 2000

Full work available at URL https://doi.org/10.1002/(sici)1099-1115(199811)12:7%3C545::aid-acs511%3E3.0.co;2-j

zbMATH Keywords

adaptive controlinequality constraintsMarkov chainsstochastic approximation

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Stochastic learning and adaptive control (93E35)

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• Adaptive control of constrained Markov chains: Criteria and policies
• Adaptive control of constrained finite Markov chains
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