Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
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Publication:1099125
DOI10.1016/0167-6911(87)90055-7zbMath0637.93075MaRDI QIDQ1099125
Onésimo Hernández-Lerma, Steven I. Marcus
Publication date: 1987
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(87)90055-7
discounted reward criterion; Adaptive control policies; Discrete-time stochastic control systems; driving process; independent and identically distributed (i.i.d.) random elements
93C10: Nonlinear systems in control theory
93C40: Adaptive control/observation systems
93C55: Discrete-time control/observation systems
93E10: Estimation and detection in stochastic control theory
93E20: Optimal stochastic control
60E99: Distribution theory
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