Sample complexity for Markov chain self-tuner

DOI10.1016/S0167-6911(00)00042-6zbMath0985.93061MaRDI QIDQ1583211

Vivek S. Borkar

Publication date: 26 October 2000

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

adaptive controlaverage costsample complexitycontrolled Markov chainsself-tuning controlidentifiability condition

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

Related Items (1)

Markov chains, Hamiltonian cycles and volumes of convex bodies

Cites Work

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• Adaptive Markov control processes
• Weighted sums of certain dependent random variables
• Adaptive control of Markov chains, I: Finite parameter set
• A Survey of Some Results in Stochastic Adaptive Control
• Strong consistency of a modified maximum likelihood estimator for controlled Markov chains
• A new family of optimal adaptive controllers for Markov chains
• Identification and Adaptive Control of Markov Chains
• Estimation and control in Markov chains

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