Asymptotically Efficient Adaptive Choice of Control Laws inControlled Markov Chains
DOI10.1137/S0363012994275440zbMath0876.93053OpenAlexW2129036575MaRDI QIDQ4337732
Publication date: 26 May 1997
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012994275440
certainty equivalencesequential testingadaptive control of Markov chainsmultiarmed bandit problemuncertainty adjustments
Adaptive control/observation systems (93C40) Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic learning and adaptive control (93E35) Sequential statistical analysis (62L10)
Related Items (7)
This page was built for publication: Asymptotically Efficient Adaptive Choice of Control Laws inControlled Markov Chains