The Kumar-Becker-Lin scheme revisited (Q1824599)
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scientific article; zbMATH DE number 4118285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Kumar-Becker-Lin scheme revisited |
scientific article; zbMATH DE number 4118285 |
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The Kumar-Becker-Lin scheme revisited (English)
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1990
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The Kumar-Becker-Lin scheme introduces a slowly vanishing cost bias in the parameter estimation part of self-tuning control in order to improve its performance. This paper establishes the a.s. optimality of a variant of this scheme for Markov chains on a countable state space when the action space is a compact metric and the parameter space is a compact subset of \(R^ m\).
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ergodic control
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Kumar-Becker-Lin scheme
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parameter estimation
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self- tuning control
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a.s. optimality
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Markov chains
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