Adaptive control of constrained Markov chains: Criteria and policies
DOI10.1007/BF02055577zbMATH Open0762.90086WikidataQ59313625 ScholiaQ59313625MaRDI QIDQ1174698FDOQ1174698
Authors: Eitan Altman, Adam Shwartz 
Publication date: 25 June 1992
Published in: Annals of Operations Research (Search for Journal in Brave)
Recommendations
existence of optimal stationary policiesadaptive control of Markov chainsasymptotically stationary policiesconstrained optimization of a finite- state, finite action Markov chain
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Markov and semi-Markov decision processes (90C40) Estimation and detection in stochastic control theory (93E10)
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- Dynamic Pricing and Learning with Finite Inventories
- Asymptotically Efficient Adaptive Choice of Control Laws inControlled Markov Chains
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- Potentials based optimization with embedded Markov chain for stochastic constrained system
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- Decomposing risk in an exploitation-exploration problem with endogenous termination time
- Finding the \(K\) best policies in a finite-horizon Markov decision process
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