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

DOI10.4064/am-25-3-339-358zbMath0992.93086OpenAlexW1518429852MaRDI QIDQ4545110

S. M. Mundra, Vivek S. Borkar

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 controlBayesian estimationasymptotic optimalitytime-averaged costcost-biased estimate

Mathematics Subject Classification ID

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

Related Items (3)

Bayesian estimation of the mean holding time in average semi-Markov control processes ⋮ Ergodic and adaptive control of hidden Markov models ⋮ Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency

This page was built for publication: Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost