Adaptive control of discounted Markov decision chains

DOI10.1007/BF00938426zbMATH Open0543.90093OpenAlexW2075970677MaRDI QIDQ796461FDOQ796461

Authors: Steven I. Marcus, Onésimo Hernández-Lerma 

Publication date: 1985

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00938426

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zbMATH Keywords

adaptive policydiscounted-reward finite-state Markov decision processesnonstationary value iteration

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

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• Optimal adaptive control of priority assignment in queueing systems
• Adaptive control of service in queueing systems
• Strongly consistent estimation in a controlled Markov renewal model
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Cited In (33)

• Minimizing the learning loss in adaptive control of Markov chains under the weak accessibility condition
• Title not available (Why is that?)
• A unified approach to adaptive control of average reward Markov decision processes
• Adaptive control of average Markov decision chains under the Lyapunov stability condition
• Stability estimation of some Markov controlled processes
• Discretization procedures for adaptive Markov control processes
• Adaptive policies for stochastic systems under a randomized discounted cost criterion
• Title not available (Why is that?)
• Title not available (Why is that?)
• Adaptive control of constrained Markov chains: Criteria and policies
• Finite-state approximations for denumerable state discounted Markov decision processes
• Adaptive Markov control processes
• Title not available (Why is that?)
• Optimal cost and policy for a Markovian replacement problem
• Identification and control in the partially known Merton portfolio selection model
• Recursive adaptive control of Markov decision processes with the average reward criterion
• Adaptive discounted control for piecewise deterministic Markov processes
• Adaptive average control for piecewise deterministic Markov processes
• Nonparametric estimation and adaptive control in a class of finite Markov decision chains
• Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes
• Nonparametric adaptive control of discounted stochastic systems with compact state space
• Adaptive control of diffusion processes with a discounted reward criterion
• Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
• Finite-state approximations for denumerable multidimensional state discounted Markov decision processes
• Comparing Policies in Markov Decision Processes: Mandl's Lemma Revisited
• Adaptive control for discrete-time Markov processes with unbounded costs: Discounted criterion.
• Nonstationary value-iteration and adaptive control of discounted semi- Markov processes
• Adaptive control of Markov processes with incomplete state information and unknown parameters
• Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria
• Nonparametric adaptive control of discrete-time partially observable stochastic systems
• Density estimation and adaptive control of Markov processes: Average and discounted criteria
• Statistical inference for a finite optimal stopping problem with unknown transition probabilities
• Estimation and control in discounted stochastic dynamic programming

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