Strong consistency of a modified maximum likelihood estimator for controlled Markov chains

DOI10.2307/3212966zbMath0442.93054OpenAlexW2329331109MaRDI QIDQ3885649

Bharat T. Doshi, Steven E. Shreve

Publication date: 1980

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212966

zbMATH Keywords

identificationconvergencecontrol lawcontrolled Markov chainmodified ML estimator

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (4)

Bounds for the regret loss in dynamic programming under adaptive control ⋮ Self-tuning control of diffusions without the identifiability condition ⋮ Sample complexity for Markov chain self-tuner ⋮ On the Milito-Cruz adaptive control scheme for Markov chains

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