Bayesian adaptive control of discrete-time Markov processes with long-run average cost

DOI10.1016/S0167-6911(97)00123-0MaRDI QIDQ1128968zbMATH OpenOpenAlexFDO

Authors Giovanni Di Masi, Łukasz Stettner

Publication date 13 August 1998

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6911(97)00123-0

zbMATH Keywords

Bayesian estimationadaptive controlergodic control of Markov processesnear self-optimality

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

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• On the adaptive control of a class of partially observed Markov decision processes
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