Adaptive control of Markov chains with average cost

DOI10.1109/9.917662zbMATH Open1005.93053OpenAlexW2122715318MaRDI QIDQ4540356FDOQ4540356

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

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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)

Cited In (14)

• Action time sharing policies for ergodic control of Markov chains
• A unified approach to adaptive control of average reward Markov decision processes
• Adaptive control of average Markov decision chains under the Lyapunov stability condition
• 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
• Learning control of finite Markov chains with an explicit trade-off between estimation and control
• Adaptive control of Markov chains with local updates
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• Sample complexity for Markov chain self-tuner

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