Adaptive control of Markov chains with local updates

DOI10.1016/0167-6911(90)90015-MzbMath0699.93047MaRDI QIDQ913734

N. E. Zubov

Publication date: 1990

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

dynamic programming; local updates; finite state Markov chains; expected average cost control; strongly consistent parameter estimator

Mathematics Subject Classification ID

49M05: Numerical methods based on necessary conditions

60K25: Queueing theory (aspects of probability theory)

90B22: Queues and service in operations research

93C40: Adaptive control/observation systems

93E10: Estimation and detection in stochastic control theory

90C39: Dynamic programming

93E20: Optimal stochastic control

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