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

DOI10.1016/J.JMAA.2011.03.004zbMath1215.93151OpenAlexW2098802268WikidataQ60167494 ScholiaQ60167494MaRDI QIDQ534716

Shun-Pin Hsu, Aristotle 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

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

Cites Work

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

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