Adaptive control for discrete-time Markov processes with unbounded costs: Average criterion
From MaRDI portal
Publication:1298730
DOI10.1007/PL00003993zbMath0952.90043OpenAlexW2945368799MaRDI QIDQ1298730
Adolfo Minjárez-sosa, Evgueni I. Gordienko
Publication date: 22 August 1999
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/pl00003993
rate of convergenceadaptive policyaverage cost criterionMarkov control processprojection of estimator
Markov processes: estimation; hidden Markov models (62M05) Markov and semi-Markov decision processes (90C40)
Related Items (3)
Unnamed Item ⋮ Dynamic Pricing and Learning with Finite Inventories ⋮ Adaptive discounted control for piecewise deterministic Markov processes
This page was built for publication: Adaptive control for discrete-time Markov processes with unbounded costs: Average criterion