Adaptive control of Markov chains with average cost

DOI10.1109/9.917662MaRDI QIDQ4540356zbMATH OpenOpenAlexFDO

Authors Zhiyuan Ren, Bruce H. Krogh

Publication date 21 July 2002

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.917662

zbMATH Keywords

adaptive controloptimal policylong-run average costMarkov controloptimal system performanceunknown system transitions

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Stochastic learning and adaptive control (93E35)

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• An optimization-oriented approach to the adaptive control of Markov chains
• Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion
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• Asymptotically efficient adaptive allocation schemes for controlled Markov chains: finite parameter space
• Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost
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• Learning control of finite Markov chains with an explicit trade-off between estimation and control
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• Sample complexity for Markov chain self-tuner

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