Existenz durelisehnittsoptimaler Strategien in einem Markoffschen Entscheidungsmodell mit unbekaimter Parameterfolge

DOI10.1080/02331938808843376zbMath0651.90091OpenAlexW2037928248MaRDI QIDQ3796987

A. A. Sokolichin

Publication date: 1988

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938808843376

zbMATH Keywords

asymptotic behaviorprinciple of estimation and controlexistence of average optimal policyFinite state controlled Markov chainstransition probabilities depending on a parameter

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

Estimation and control in multichain processes

Cites Work

• The average-optimal adaptive control of a Markov renewal model in presence of an unknown parameter
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Estimation and control in Markov chains

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