Nonparametric estimation and adaptive control in a class of finite Markov decision chains

DOI10.1007/BF02055580zbMath0736.90077OpenAlexW2091359055MaRDI QIDQ1174701

Rolando Cavazos-Cadena

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1007/bf02055580

zbMATH Keywords

frequency estimatorsstrongly consistent estimatorsnonstationary value iterationfinite state and action spacediscounted Markov decision problemunknown transition law

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Markov and semi-Markov decision processes (90C40)

Cites Work

• Adaptive control of discounted Markov decision chains
• Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
• Nonstationary Markov decision problems with converging parameters
• Density estimation and adaptive control of Markov processes: Average and discounted criteria
• The average-optimal adaptive control of a Markov renewal model in presence of an unknown parameter
• On Minimum Cost Per Unit Time Control of Markov Chains
• Adaptive Strategies for Certain Classes of Controlled Markov Processes
• Estimation and control in discounted stochastic dynamic programming
• Estimation and control in Markov chains
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