An optimization-oriented approach to the adaptive control of Markov chains
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Publication:3770427
DOI10.1109/TAC.1987.1104709zbMath0632.93080MaRDI QIDQ3770427
Rodolfo A. Milito, Cruz, J. B. jun.
Publication date: 1987
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
algorithmadaptive controlMarkov chainon-line estimationcertainty equivalenceunknown parameterlong run average costcomposite functional
Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)
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