Adaptive control of a partially observed discrete time Markov process

DOI10.1007/s002459900077zbMath0897.93061OpenAlexW1991950454MaRDI QIDQ1384646

Łukasz Stettner, Tyrone E. Duncan, Bozenna Pasik-Duncan

Publication date: 20 April 1998

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002459900077

zbMATH Keywords

partial observationsstochastic adaptive controlapproximately self-optimal strategydiscrete time Markov processes

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Identification in stochastic control theory (93E12) Stochastic learning and adaptive control (93E35)

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