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

DOI10.1137/S0363012996298369zbMATH Open0914.93076MaRDI QIDQ4388920FDOQ4388920

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)

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zbMATH Keywords

Markov processesadaptive controlergodic controlcontrolled Markov processesalmost optimal adaptive control

Mathematics Subject Classification ID

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

Cited In (2)

• Ergodic and adaptive control of hidden Markov models
• Maximum Likelihood Estimation of Discrete Control Processes

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