Penalty function and adaptive control of constrained finite Markov chains

DOI<link itemprop=identifier href="https://doi.org/10.1002/(SICI)1099-1115(199811)12:7<545::AID-ACS511>3.0.CO;2-J" /><545::AID-ACS511>3.0.CO;2-J 10.1002/(SICI)1099-1115(199811)12:7<545::AID-ACS511>3.0.CO;2-JzbMath0931.93080OpenAlexW2135292487MaRDI QIDQ4228247

Kaddour Najim, Alexander S. Poznyak

Publication date: 20 February 2000

Full work available at URL: https://doi.org/10.1002/(sici)1099-1115(199811)12:7<545::aid-acs511>3.0.co;2-j

zbMATH Keywords

Markov chainsadaptive controlstochastic approximationinequality constraints

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Stochastic learning and adaptive control (93E35)

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