Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria
DOI10.1007/S00186-005-0024-6zbMATH Open1137.93055OpenAlexW2158086975MaRDI QIDQ2474553FDOQ2474553
Authors: Nadine Hilgert, J. Adolfo Minjárez-Sosa 
Publication date: 6 March 2008
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-005-0024-6
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- scientific article; zbMATH DE number 4106720
empirical distributiondiscrete-time stochastic systemsdiscounted cost criteriaoptimal adaptive policy
Discrete-time Markov processes on general state spaces (60J05) Markov and semi-Markov decision processes (90C40) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)
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Cited In (18)
- Approximation, estimation and control of stochastic systems under a randomized discounted cost criterion
- Title not available (Why is that?)
- Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs
- Continuous dependence of stochastic control models on the noise distribution
- Adaptive policies for stochastic systems under a randomized discounted cost criterion
- Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach
- Adaptive dual control of discrete-time distributed-parameter stochastic systems
- Markov control models with unknown random state-action-dependent discount factors
- Title not available (Why is that?)
- Adaptive discounted control for piecewise deterministic Markov processes
- Adaptive average control for piecewise deterministic Markov processes
- Adaptive control of continuous-time linear stochastic systems with discounted cost criterion
- Title not available (Why is that?)
- Adaptive control of diffusion processes with a discounted reward criterion
- Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
- Title not available (Why is that?)
- Empirical estimation in average Markov control processes
- Adaptive policies for time-varying stochastic systems under discounted criterion
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