Adaptive control of average Markov decision chains under the Lyapunov stability condition

DOI10.1007/S001860100138zbMath1031.90059OpenAlexW2058725764MaRDI QIDQ1397000

Rolando Cavazos-Cadena

Publication date: 16 July 2003

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

Full work available at URL: https://doi.org/10.1007/s001860100138

zbMATH Keywords

Consistent estimationAdaptive optimal policyDiscrepancy functionNon stationary value iterationPause ControlSchweitzer's Transformation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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