Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria

DOI10.1007/s00186-005-0024-6zbMath1137.93055MaRDI QIDQ2474553

J. Adolfo Minjárez-Sosa, Nadine Hilgert

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

zbMATH Keywords

empirical distribution; discrete-time stochastic systems; discounted cost criteria; optimal adaptive policy

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

93C40: Adaptive control/observation systems

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93E20: Optimal stochastic control

90C40: Markov and semi-Markov decision processes

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Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs, Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach, Markov control models with unknown random state-action-dependent discount factors, Empirical estimation in average Markov control processes, Unnamed Item, Adaptive control of diffusion processes with a discounted reward criterion

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