On the adaptive control of a class of partially observed Markov decision processes

DOI10.1016/J.JMAA.2011.03.004MaRDI QIDQ534716zbMATH OpenOpenAlexWikidataFDO

Authors Shun-Pin Hsu, Ari Arapostathis

Publication date 10 May 2011

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2011.03.004

zbMATH Keywords

adaptive controlMarkov decision processesaverage-cost optimality

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Adaptive control/observation systems (93C40) Optimal stochastic control (93E20)

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Cites work

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• A limit theorem for partially observed Markov chains
• Adaptive control of a partially observed discrete time Markov process
• Analysis of an adaptive control scheme for a partially observed controlled Markov chain
• Analysis of an identification algorithm arising in the adaptive estimation of Markov chains
• Bayesian adaptive control of discrete-time Markov processes with long-run average cost
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Non-negative matrices and Markov chains. 2nd ed
• On the existence of stationary optimal policies for partially observed MDPs under the long-run average cost criterion
• Stochastic optimal control. The discrete time case

Cited in

(18)

• scientific article; zbMATH DE number 4172885 (Why is no real title available?)
• Ergodic and adaptive control of hidden Markov models
• Suboptimal Policies, with Bounds, for Parameter Adaptive Decision Processes
• Adaptive control of partially observable homogeneous processes with independent values
• scientific article; zbMATH DE number 440539 (Why is no real title available?)
• Observer and control design in partially observable finite Markov chains
• Adaptive control of a partially observable stochastic system
• scientific article; zbMATH DE number 2015386 (Why is no real title available?)
• Cross-entropic learning of a machine for the decision in a partially observable universe
• scientific article; zbMATH DE number 647640 (Why is no real title available?)
• Nonparametric estimation and adaptive control in a class of finite Markov decision chains
• Analysis of an adaptive control scheme for a partially observed controlled Markov chain
• scientific article; zbMATH DE number 926760 (Why is no real title available?)
• Optimal control of infinite horizon partially observable decision processes modelled as generators of probabilistic regular languages
• Adaptive control of Markov processes with incomplete state information and unknown parameters
• Partially observable Markov decision process approximations for adaptive sensing
• scientific article; zbMATH DE number 3902531 (Why is no real title available?)
• On adaptive control of a partially observed Markov chain

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