Adaptive policies for stochastic systems under a randomized discounted cost criterion
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Publication:1959062
zbMath1201.93130MaRDI QIDQ1959062
J. Adolfo Minjárez-Sosa, Raquiel R. López-Martínez, Juan González-Hernández
Publication date: 1 October 2010
Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)
discounted cost criterionempirical distributiondiscrete-time stochastic systemsoptimal adaptive policyrandom rate
Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
Related Items (8)
Unnamed Item ⋮ Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach ⋮ First passage problems for nonstationary discrete-time stochastic control systems ⋮ Markov control models with unknown random state-action-dependent discount factors ⋮ First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors ⋮ Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors ⋮ Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies ⋮ Semi-Markov decision processes with variance minimization criterion
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