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)

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)

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Cited in

(2)

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

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