Discretized Maximum Likelihood and Almost Optimal Adaptive Control of Ergodic Markov Models

DOI10.1137/S0363012996298369MaRDI QIDQ4388920zbMATH OpenFDO

Authors T. E. Duncan, B. Pasik-Duncan, Łukasz Stettner

Publication date 10 May 1998

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0363012996298369

zbMATH Keywords

adaptive controlalmost optimal adaptive controlcontrolled Markov processesergodic controlMarkov processes

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov processes: estimation; hidden Markov models (62M05) Adaptive control/observation systems (93C40) Stochastic learning and adaptive control (93E35)

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