Adaptive control of discrete time Markov processes by the large deviations method

DOI10.4064/AM-27-3-265-285zbMATH Open1006.93071OpenAlexW1557756083MaRDI QIDQ4523006FDOQ4523006

Authors: T. E. Duncan, B. Pasik-Duncan, 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/219273

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Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cited In (10)

• Existence of bounded solutions to multiplicative Poisson equations under mixing property
• Discretization procedures for adaptive Markov control processes
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• Bayesian adaptive control of discrete-time Markov processes with long-run average cost
• Adaptive decision making for stochastic processes
• Infinite horizon stopping problems with (nearly) total reward criteria
• Certainty equivalent control of discrete time Markov processes with the average reward functional
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• Adaptive robust control under model uncertainty

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