Gradient approach for recursive estimation and control in finite Markov chains

DOI10.2307/1426973MaRDI QIDQ3930407zbMATH OpenOpenAlexFDO

Authors Yousri M. El-Fattah

Publication date 1981

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426973

zbMATH Keywords

adaptationcontrolled Markov chainslearning automataparameter estimationrecursive algorithms

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: estimation; hidden Markov models (62M05) Markov and semi-Markov decision processes (90C40)

Cited in

(4)

• Multiaction learning automata possessing ergodicity of the mean
• Multi-automaton games: a rationale for expedient collective behavior
• Analysis of an identification algorithm arising in the adaptive estimation of Markov chains
• Stochastic approximation algorithms: overview and recent trends.

This page was built for publication: Gradient approach for recursive estimation and control in finite Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3930407)