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Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost - MaRDI portal

Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost (Q4545110)

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scientific article; zbMATH DE number 1780832
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Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost
scientific article; zbMATH DE number 1780832

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    Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost (English)
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    14 August 2002
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    Bayesian estimation
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    cost-biased estimate
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    adaptive control
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    time-averaged cost
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    asymptotic optimality
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