Density estimation and adaptive control of Markov processes: Average and discounted criteria

DOI10.1007/BF00049572zbMath0717.93066MaRDI QIDQ2639029

Rolando Cavazos-Cadena, Onésimo Hernández-Lerma

Publication date: 1990

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

adaptive controldensity estimationnonstationary value iterationdiscrete-time Markov control processesprinciple of estimation and controlunknown distributionaverage-reward criterionnonparametric adaptive policies

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (12)

Bayesian estimation of the mean holding time in average semi-Markov control processes ⋮ Unnamed Item ⋮ Dynamic Pricing and Learning with Finite Inventories ⋮ Value iteration in average cost Markov control processes on Borel spaces ⋮ Empirical estimation in average Markov control processes ⋮ Adaptive discounted control for piecewise deterministic Markov processes ⋮ Nonparametric estimation and adaptive control in a class of finite Markov decision chains ⋮ Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Limiting optimal discounted-cost control of a class of time-varying stochastic systems ⋮ Unnamed Item

Cites Work

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• Stochastic optimal control. The discrete time case
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• Adaptive Strategies for Certain Classes of Controlled Markov Processes
• Estimation and control in discounted stochastic dynamic programming
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
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• On Two Recent Papers on Ergodicity in Nonhomogeneous Markov Chains
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