Strongly consistent estimation in a controlled Markov renewal model

DOI10.2307/3213512MaRDI QIDQ3951922zbMATH OpenOpenAlexFDO

Authors Michael Kolonko

Publication date 1982

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213512

zbMATH Keywords

adaptive controlarbitrary action spacecountable state spaceLiapunov bounding conditionMarkov renewal programmingminimum contrast estimatorunknown transition probability parameterwaiting line with unknown parameters

Mathematics Subject Classification ID

Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Queueing theory (aspects of probability theory) (60K25) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cited in

(8)

• Nonstationary value-iteration and adaptive control of discounted semi- Markov processes
• Adaptive control of Markov processes with incomplete state information and unknown parameters
• Discretization procedures for adaptive Markov control processes
• Estimation and control in discounted stochastic dynamic programming
• Bounds for the regret loss in dynamic programming under adaptive control
• Minimum contrast estimators for piecewise deterministic Markov processes
• Adaptive control of service in queueing systems
• Adaptive control of discounted Markov decision chains

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