scientific article; zbMATH DE number 4031438

zbMATH Open0633.90091MaRDI QIDQ3772003FDOQ3772003

Authors: Onésimo Hernández-Lerma 

Publication date: 1987

Full work available at URL: https://eudml.org/doc/28802

Title of this publication is not available (Why is that?)

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zbMATH Keywords

unknown parametersapproximation proceduresvalue-iterationaverage-reward controlled Markov processesBorel state and control spacesoptimal adaptive policies

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• Dynamic programming, Markov chains, and the method of successive approximations
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• A modified form of the iterative method of dynamic programming
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• A recursive algorithm in Markovian decision processes

Cited In (13)

• A unified approach to adaptive control of average reward Markov decision processes
• Discretization procedures for adaptive Markov control processes
• Estimation and control in finite Markov decision processes with the average reward criterion
• Average control of Markov decision processes with Feller transition probabilities and general action spaces
• Title not available (Why is that?)
• Approximate receding horizon approach for Markov decision processes: average reward case
• Adaptive Markov control processes
• Adaptive average control for piecewise deterministic Markov processes
• Title not available (Why is that?)
• Approximate gradient methods in policy-space optimization of Markov reward processes
• A forecast horizon and a stopping rule for general Markov decision processes
• Density estimation and adaptive control of Markov processes: Average and discounted criteria
• Title not available (Why is that?)

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