The average-optimal adaptive control of a Markov renewal model in presence of an unknown parameter

DOI10.1080/02331938208842822zbMath0518.90092OpenAlexW2056628725MaRDI QIDQ3669200

Michael Kolonko

Publication date: 1982

Published in: Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938208842822

zbMATH Keywords

expected average reward criterioncountable state spacerecurrence conditionsoptimal procedurecontrollable M/G/1 queueing modelMarkov renewal decision modelunbounded reward functionunknown arrival rateunknown service time distributionweak bounding

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (12)

Bounds for the regret loss in dynamic programming under adaptive control ⋮ Continuous dependence of stochastic control models on the noise distribution ⋮ Existenz durelisehnittsoptimaler Strategien in einem Markoffschen Entscheidungsmodell mit unbekaimter Parameterfolge ⋮ Nonparametric estimation and adaptive control in a class of finite Markov decision chains ⋮ Equivalence of Lyapunov stability criteria in a class of Markov decision processes ⋮ Semi-Markov decision processes with a reachable state-subset ⋮ Recursive adaptive control of Markov decision processes with the average reward criterion ⋮ Analysis of an identification algorithm arising in the adaptive estimation of Markov chains ⋮ Optimal adaptive control of priority assignment in queueing systems ⋮ Adaptive control of service in queueing systems ⋮ Adaptive control of discounted Markov decision chains ⋮ Nonstationary value-iteration and adaptive control of discounted semi- Markov processes

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