Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost

DOI10.4064/AM-25-3-339-358MaRDI QIDQ4545110zbMATH OpenOpenAlexFDO

Authors Vivek Borkar, S. M. Mundra

Publication date 14 August 2002

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/219208

zbMATH Keywords

adaptive controlasymptotic optimalityBayesian estimationcost-biased estimatetime-averaged cost

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov and semi-Markov decision processes (90C40) Estimation and detection in stochastic control theory (93E10)

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(8)

• Bayesian adaptive control of discrete-time Markov processes with long-run average cost
• Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency
• The Kumar-Becker-Lin scheme revisited
• Ergodic and adaptive control of hidden Markov models
• Bayesian estimation of the mean holding time in average semi-Markov control processes
• scientific article; zbMATH DE number 3908281 (Why is no real title available?)
• Optimal adaptive sampling for a symmetric two-state continuous time Markov chain
• Adaptive deadband control of a drifting process with unknown parameters

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