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

DOI10.1137/S0363012996298369zbMath0914.93076MaRDI QIDQ4388920

Tyrone E. Duncan, Łukasz Stettner, Bozenna Pasik-Duncan

Publication date: 10 May 1998

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

zbMATH Keywords

adaptive control; Markov processes; ergodic control; controlled Markov processes; almost optimal adaptive control

Mathematics Subject Classification ID

62M05: Markov processes: estimation; hidden Markov models

60J05: Discrete-time Markov processes on general state spaces

93C40: Adaptive control/observation systems

93E35: Stochastic learning and adaptive control