Bayesian adaptive control of discrete-time Markov processes with long-run average cost

DOI10.1016/S0167-6911(97)00123-0zbMath0902.93071OpenAlexW2094452425MaRDI QIDQ1128968

Giovanni B. Di Masi, Łukasz Stettner

Publication date: 13 August 1998

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

Full work available at URL: https://doi.org/10.1016/s0167-6911(97)00123-0

zbMATH Keywords

adaptive controlBayesian estimationergodic control of Markov processesnear self-optimality

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

Related Items (1)

On the adaptive control of a class of partially observed Markov decision processes

Cites Work

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• On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model
• Adaptive control of discrete time Markov processes by the large deviations method
• A first order approximation forthe convergence of distributionsof the cox processes with

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