Adaptive control of constrained Markov chains: Criteria and policies

DOI10.1007/BF02055577zbMath0762.90086WikidataQ59313625 ScholiaQ59313625MaRDI QIDQ1174698

Adam Shwartz, Eitan Altman

Publication date: 25 June 1992

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

existence of optimal stationary policiesadaptive control of Markov chainsasymptotically stationary policiesconstrained optimization of a finite- state, finite action Markov chain

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (9)

Control of a hybrid stochastic system ⋮ Dynamic Pricing and Learning with Finite Inventories ⋮ Symmetric approximate linear programming for factored MDPs with application to constrained problems ⋮ Finding the \(K\) best policies in a finite-horizon Markov decision process ⋮ Decomposing risk in an exploitation-exploration problem with endogenous termination time ⋮ Sensitivity of constrained Markov decision processes ⋮ Saddle-point calculation for constrained finite Markov chains ⋮ Adaptive policy for two finite Markov chains zero-sum stochastic game with unknown transition matrices and average payoffs ⋮ On asymptotic optimization of a class of nonlinear stochastic hybrid systems

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