Nonstationary value-iteration and adaptive control of discounted semi- Markov processes

DOI10.1016/0022-247X(85)90253-7zbMath0581.90096OpenAlexW1975110715MaRDI QIDQ1068732

Onésimo Hernández-Lerma

Publication date: 1985

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(85)90253-7

zbMATH Keywords

semi-Markov decision processesunknown parametersnonstationary value iterationdenumerable state spaceadaptive control of semi-Markov processesdiscounted-rewardprinciple of estimation and control

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (5)

Finite-state approximations for denumerable multidimensional state discounted Markov decision processes ⋮ Density estimation and adaptive control of Markov processes: Average and discounted criteria ⋮ Adaptive discounted control for piecewise deterministic Markov processes ⋮ Performance analysis for controlled semi-Markov systems with application to maintenance ⋮ Unnamed Item

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• On Dynamic Programming with Unbounded Rewards
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Estimation and control in Markov chains

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