Discretization procedures for adaptive Markov control processes

DOI10.1016/0022-247X(89)90259-XMaRDI QIDQ1123872zbMATH OpenOpenAlexFDO

Authors Steven I. Marcus, Onésimo Hernández-Lerma

Publication date 1989

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(89)90259-x

zbMATH Keywords

parameter estimationdiscrete-timeinfinite horizonasymptotically optimaluniform approximationsadaptive Markov control processesunknown disturbance distribution

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Adaptive control/observation systems (93C40)

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Cited in

(6)

• Adaptive control of discrete time Markov processes by the large deviations method
• Adaptive Markov control processes
• A convex optimization approach to dynamic programming in continuous state and action spaces
• A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs
• Value iteration in average cost Markov control processes on Borel spaces
• Note on stability estimation in average Markov control processes.

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