Asymptotically Efficient Adaptive Choice of Control Laws inControlled Markov Chains
DOI10.1137/S0363012994275440zbMATH Open0876.93053OpenAlexW2129036575MaRDI QIDQ4337732FDOQ4337732
Authors: Tze Leung Lai, Todd L. Graves 
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
Recommendations
- An optimization-oriented approach to the adaptive control of Markov chains
- scientific article; zbMATH DE number 3849083
- Adaptive control of constrained Markov chains: Criteria and policies
- Adaptive control of constrained Markov chains
- scientific article; zbMATH DE number 4042964
- Adaptive control of constrained finite Markov chains
- scientific article; zbMATH DE number 440539
- On adaptive control of a partially observed Markov chain
certainty equivalencesequential testingadaptive control of Markov chainsmultiarmed bandit problemuncertainty adjustments
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Sequential statistical analysis (62L10) Adaptive control/observation systems (93C40) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)
Cited In (19)
- Minimizing the learning loss in adaptive control of Markov chains under the weak accessibility condition
- Title not available (Why is that?)
- Adaptive control of a Markov chain over a finite parameter set without continuity assumptions on the control laws
- Learning the distribution with largest mean: two bandit frameworks
- The multi-armed bandit problem: an efficient nonparametric solution
- Learning to optimize via information-directed sampling
- Optimal strategies for a class of sequential control problems with precedence relations
- Adaptive policies for perimeter surveillance problems
- Title not available (Why is that?)
- Adaptive control design under structured model information limitation: a cost-biased maximum-likelihood approach
- Assessing the Impact of Head Starts in the Performance of One-Sided Markov-Type Control Schemes
- Asymptotically efficient adaptive allocation schemes for controlled Markov chains: finite parameter space
- Adaptive control of Markov chains with average cost
- The Sufficiency of Adjoined Markov Strategies for Controlled Diffusion Processes
- Title not available (Why is that?)
- Asymptotically efficient adaptive allocation schemes for controlled i.i.d. processes: finite parameter space
- Title not available (Why is that?)
- Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection
- An asymptotically optimal learning controller for finite Markov chains with unknown transition probabilities
This page was built for publication: Asymptotically Efficient Adaptive Choice of Control Laws inControlled Markov Chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4337732)
