Empirical estimation in average Markov control processes

DOI10.1016/J.AML.2007.06.002MaRDI QIDQ2425395zbMATH OpenOpenAlexWikidataFDO

Authors J. Adolfo Minjárez-Sosa

Publication date 5 May 2008

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2007.06.002

zbMATH Keywords

empirical distributionMarkov control processesaverage optimality

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 3959266 (Why is no real title available?)
• scientific article; zbMATH DE number 1325008 (Why is no real title available?)
• A note on the Ross-Taylor theorem
• Adaptive Strategies for Certain Classes of Controlled Markov Processes
• Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria
• Average cost Markov control processes with weighted norms: existence of canonical policies
• Average cost Markov control processes with weighted norms: value iteration
• Density estimation and adaptive control of Markov processes: Average and discounted criteria
• Measurable selection theorems for optimization problems
• Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion
• The Speed of Mean Glivenko-Cantelli Convergence

Cited in

(6)

• Approximation and estimation in Markov control processes under a discounted criterion.
• Average cost Markov control processes: Stability with respect to the Kantorovich metric
• scientific article; zbMATH DE number 4074842 (Why is no real title available?)
• Markov control models with unknown random state-action-dependent discount factors
• scientific article; zbMATH DE number 2189768 (Why is no real title available?)
• scientific article; zbMATH DE number 7232788 (Why is no real title available?)

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