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

DOI10.4064/AM-25-3-339-358zbMATH Open0992.93086OpenAlexW1518429852MaRDI QIDQ4545110FDOQ4545110

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

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zbMATH Keywords

Bayesian estimationadaptive controlasymptotic optimalitytime-averaged costcost-biased estimate

Mathematics Subject Classification ID

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

Cited In (7)

• Ergodic and adaptive control of hidden Markov models
• Bayesian estimation of the mean holding time in average semi-Markov control processes
• Optimal adaptive sampling for a symmetric two-state continuous time Markov chain
• Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency
• Adaptive deadband control of a drifting process with unknown parameters
• Title not available (Why is that?)
• The Kumar-Becker-Lin scheme revisited

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