scientific article

zbMATH Open0633.90091MaRDI QIDQ3772003FDOQ3772003

Onésimo Hernández-Lerma

Publication date: 1987

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

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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

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• Adaptive Strategies for Certain Classes of Controlled Markov Processes
• AVERAGE-OPTIMAL ADAPTIVE POLICIES IN SEMI-MARKOV DECISION PROCESSES INCLUDING AN UNKNOWN PARAMETER
• A modified form of the iterative method of dynamic programming
• A recursive algorithm in Markovian decision processes

Cited In (5)

• Average control of Markov decision processes with Feller transition probabilities and general action spaces
• Adaptive Markov control processes
• Adaptive average control for piecewise deterministic Markov 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

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