On adaptive control of Markov chains using nonparametric estimation

DOI10.4064/AM-27-2-143-152MaRDI QIDQ4522996zbMATH OpenOpenAlexFDO

Authors Ewa Drabik, Łukasz Stettner

Publication date 7 January 2001

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/219263

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Adaptive control/observation systems (93C40) Optimal stochastic control (93E20)

Cited in

(4)

• Nonparametric estimation and adaptive control in a class of finite Markov decision chains
• Adaptive identification of nonstationary technological processes with Markov parameters in stochastic control problems
• Adaptive control of parametric nonlinear autoregressive models via a new martingale approach
• Adaptive service rate control of an M/M/1 queue with server breakdowns

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