Adaptive control for discrete-time Markov processes with unbounded costs: Average criterion

DOI10.1007/PL00003993zbMath0952.90043OpenAlexW2945368799MaRDI QIDQ1298730

Adolfo Minjárez-sosa, Evgueni I. Gordienko

Publication date: 22 August 1999

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

Full work available at URL: https://doi.org/10.1007/pl00003993

zbMATH Keywords

rate of convergenceadaptive policyaverage cost criterionMarkov control processprojection of estimator

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov and semi-Markov decision processes (90C40)

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