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

DOI10.1016/S0167-6911(97)00123-0zbMATH Open0902.93071OpenAlexW2094452425MaRDI QIDQ1128968FDOQ1128968

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

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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)

Cites Work

• Title not available (Why is that?)
• Adaptive control of discrete time Markov processes by the large deviations method
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• On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model
• A first order approximation forthe convergence of distributionsof the cox processes with

Cited In (9)

• On the adaptive control of a class of partially observed Markov decision processes
• A Survey of Some Results in Stochastic Adaptive Control
• Discrete time adaptive impulsive control theory
• Adaptive deadband control of a drifting process with unknown parameters
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost
• Asymptotically efficient adaptive allocation schemes for controlled i.i.d. processes: finite parameter space
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