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

DOI10.4064/AM-27-3-265-285MaRDI QIDQ4523006zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 1775015
• Discretization procedures for adaptive Markov control processes
• scientific article; zbMATH DE number 3902531
• Adaptive control for discrete-time Markov processes with unbounded costs: Discounted criterion.
• Adaptive Markov control processes

Cited in

(10)

• Existence of bounded solutions to multiplicative Poisson equations under mixing property
• Discretization procedures for adaptive Markov control processes
• scientific article; zbMATH DE number 4048793 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 4004047 (Why is no real title available?)
• scientific article; zbMATH DE number 1775015 (Why is no real title available?)
• Adaptive robust control under model uncertainty

This page was built for publication: Adaptive control of discrete time Markov processes by the large deviations method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4523006)