Recursive adaptive control of Markov decision processes with the average reward criterion

DOI10.1007/BF01442397MaRDI QIDQ2276895zbMATH OpenOpenAlexFDO

Authors Rolando Cavazos-Cadena, Onésimo Hernández-Lerma

Publication date 1991

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01442397

zbMATH Keywords

additive-noise systemsaverage return criterionBorel state and action spacesrecursive adaptive nonstationary value iteration policyunknown noise distribution

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Stochastic learning and adaptive control (93E35)

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Cites work

• Adaptive control of discounted Markov decision chains
• Adaptive Markov control processes
• AVERAGE-OPTIMAL ADAPTIVE POLICIES IN SEMI-MARKOV DECISION PROCESSES INCLUDING AN UNKNOWN PARAMETER
• Estimation and control in discounted stochastic dynamic programming
• Estimation and control in Markov chains
• scientific article; zbMATH DE number 3980959 (Why is no real title available?)
• scientific article; zbMATH DE number 4112513 (Why is no real title available?)
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• Nonparametric adaptive control of discounted stochastic systems with compact state space
• Nonstationary Markov decision problems with converging parameters
• Optimal Plans for Dynamic Programming Problems
• Recursive adaptive control of Markov decision processes with the average reward criterion
• The average-optimal adaptive control of a Markov renewal model in presence of an unknown parameter

Cited in

(11)

• A unified approach to adaptive control of average reward Markov decision processes
• Adaptive control of average Markov decision chains under the Lyapunov stability condition
• Recursive adaptive control of Markov decision processes with the average reward criterion
• Recurrence conditions for Markov decision processes with Borel state space: A survey
• scientific article; zbMATH DE number 3843637 (Why is no real title available?)
• scientific article; zbMATH DE number 3980959 (Why is no real title available?)
• scientific article; zbMATH DE number 4031438 (Why is no real title available?)
• Optimal Adaptive Policies for Markov Decision Processes
• scientific article; zbMATH DE number 970511 (Why is no real title available?)
• Non-stationary value iteration for adaptive average control of piecewise deterministic Markov processes
• Adaptive nonstationary value iteration for discounted control of piecewise deterministic Markov processes

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