Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria
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Publication:2474553
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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- scientific article; zbMATH DE number 4106720
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Cited in
(18)- Adaptive policies for time-varying stochastic systems under discounted criterion
- Approximation, estimation and control of stochastic systems under a randomized discounted cost criterion
- scientific article; zbMATH DE number 4106720 (Why is no real title available?)
- Continuous dependence of stochastic control models on the noise distribution
- Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs
- 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
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