Strongly consistent estimation in a controlled Markov renewal model

DOI10.2307/3213512zbMath0489.90078OpenAlexW2320651384MaRDI QIDQ3951922

Michael Kolonko

Publication date: 1982

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

Full work available at URL: https://doi.org/10.2307/3213512

zbMATH Keywords

adaptive controlminimum contrast estimatorcountable state spaceMarkov renewal programmingarbitrary action spaceLiapunov bounding conditionunknown transition probability parameterwaiting line with unknown parameters

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (7)

Bounds for the regret loss in dynamic programming under adaptive control ⋮ Discretization procedures for adaptive Markov control processes ⋮ Estimation and control in discounted stochastic dynamic programming ⋮ 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 ⋮ Adaptive control of Markov processes with incomplete state information and unknown parameters

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