Adaptive control of Markov chains, I: Finite parameter set

DOI10.1109/TAC.1979.1102191zbMATH Open0416.93065OpenAlexW2115597380MaRDI QIDQ3206798FDOQ3206798

Authors: Vivek Borkar, Pravin Varaiya 

Publication date: 1979

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1979.1102191

zbMATH Keywords

adaptive control of Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Adaptive control/observation systems (93C40) Stochastic systems in control theory (general) (93E03)

Cited In (17)

• Adaptive LQ control: Conflict between identification and control
• On incomplete learning and certainty-equivalence control
• A perspective on convergence of adaptive control algorithms
• Bounds for the regret loss in dynamic programming under adaptive control
• Parameter estimation in stochastic systems: some recent results and applications
• On the Milito-Cruz adaptive control scheme for Markov chains
• Ergodic and adaptive control of nearest-neighbor motions
• Self-tuning control of diffusions without the identifiability condition
• Adaptive control of Markov chains with local updates
• Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation
• Will the self-tuning approach work for general cost criteria?
• The Kumar-Becker-Lin scheme revisited
• Adaptive service rate control of an \(M/M/1\) queue with server breakdowns
• A note on the structure of two subsets of the parameter space in adaptive control problems
• Sample complexity for Markov chain self-tuner
• Title not available (Why is that?)
• Estimation and control in discounted stochastic dynamic programming

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