Adaptive policies for time-varying stochastic systems under discounted criterion

DOI10.1007/s001860100170zbMath1042.93065OpenAlexW1972124016MaRDI QIDQ1397033

Nadine Hilgert, J. Adolfo Minjárez-Sosa

Publication date: 16 July 2003

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860100170

zbMATH Keywords

discounted cost criteriondiscrete-time stochastic systemsoptimal adaptive policynon-homogeneous Markov control processes

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

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