scientific article; zbMATH DE number 1461223

MaRDI QIDQ4485809zbMATHFDO

Authors K. Najim, Eduardo Gomez-Ramirez, Alexander S. Poznyak

Publication date 19 June 2000

zbMATH Keywords

stochastic approximationadaptive controlinfinite horizon optimal controllearning automatagradient optimizationlinear inequality constraintscontrolled Markov chaindirect approaches

Mathematics Subject Classification ID

Stochastic approximation (62L20) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)

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Cited in

(25)

• Learning Machiavellian strategies for manipulation in Stackelberg security games
• Minimizing the learning loss in adaptive control of Markov chains under the weak accessibility condition
• Computing the strong \(L_p\)-Nash equilibrium for Markov chains games: convergence and uniqueness
• Constructing the Pareto front for multi-objective Markov chains handling a strong Pareto policy approach
• Computing the strong Nash equilibrium for Markov chains games
• Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control
• Computing the Stackelberg/Nash equilibria using the extraproximal method: convergence analysis and implementation details for Markov chains games
• Adaptive policy for two finite Markov chains zero-sum stochastic game with unknown transition matrices and average payoffs
• Using the extraproximal method for computing the shortest-path mixed Lyapunov equilibrium in Stackelberg security games
• Handling a Kullback--Leibler divergence random walk for scheduling effective patrol strategies in Stackelberg security games
• Observer and control design in partially observable finite Markov chains
• A Tikhonov regularization parameter approach for solving Lagrange constrained optimization problems
• Saddle-point calculation for constrained finite Markov chains
• Adapting attackers and defenders patrolling strategies: a reinforcement learning approach for Stackelberg security games
• A continuous-time Markov Stackelberg security game approach for reasoning about real patrol strategies
• Optimization based on a team of automata with binary outputs
• Controller exploitation-exploration reinforcement learning architecture for computing near-optimal policies
• Using the Manhattan distance for computing the multiobjective Markov chains problem
• Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach
• Solving the cost to go with time penalization using the Lagrange optimization approach
• Setting Nash versus Kalai-Smorodinsky bargaining approach: computing the continuous-time controllable Markov game
• A Tikhonov regularized penalty function approach for solving polylinear programming problems
• Recursive estimation of high-order Markov chains: approximation by finite mixtures
• Learning Control of Dynamical Systems Based on Markov Decision Processes: Research Frontiers and Outlooks
• Optimization problems in chemical reactions using continuous-time Markov chains

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