Nonstationary value-iteration and adaptive control of discounted semi- Markov processes

DOI10.1016/0022-247X(85)90253-7zbMath0581.90096MaRDI QIDQ1068732

Onésimo Hernández-Lerma

Publication date: 1985

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(85)90253-7

zbMATH Keywords

semi-Markov decision processes; unknown parameters; nonstationary value iteration; denumerable state space; adaptive control of semi-Markov processes; discounted-reward; principle of estimation and control

Mathematics Subject Classification ID

90C40: Markov and semi-Markov decision processes

Related Items

Adaptive discounted control for piecewise deterministic Markov processes, Performance analysis for controlled semi-Markov systems with application to maintenance, Finite-state approximations for denumerable multidimensional state discounted Markov decision processes, Density estimation and adaptive control of Markov processes: Average and discounted criteria, Unnamed Item

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