Recursive self-tuning control of finite Markov chains

DOI10.4064/AM-24-2-169-188zbMath0951.93537OpenAlexW1595277102MaRDI QIDQ3122806

Vivek S. Borkar

Publication date: 3 January 2001

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219177

zbMATH Keywords

adaptive controlfinite Markov chainsrelative value iterationrecursive self-tuning control schemestochastic approximation scheme

Mathematics Subject Classification ID

Stochastic learning and adaptive control (93E35)

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Stochastic approximation algorithms: overview and recent trends.

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