On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model

DOI10.1007/BF01195980zbMath0769.93084MaRDI QIDQ2366093

Łukasz Stettner

Publication date: 29 June 1993

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

zbMATH Keywords

biased maximum likelihood estimatordiscrete-time uniformly ergodic systemself-optimizing strategies

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

Related Items (4)

Almost self-optimizing strategies for the adaptive control of diffusion processes ⋮ On the ergodic and the adaptive control of stochastic differential delay systems ⋮ Bayesian adaptive control of discrete-time Markov processes with long-run average cost ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Adaptive Markov control processes
• The Kumar-Becker-Lin scheme revisited
• A new family of optimal adaptive controllers for Markov chains
• Parameter estimation in continuous-time stochastic processes

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