scientific article; zbMATH DE number 1775015
From MaRDI portal
Publication:4542146
zbMath1030.93062MaRDI QIDQ4542146
Tyrone E. Duncan, Łukasz Stettner, Bozenna Pasik-Duncan
Publication date: 23 February 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
adaptive controlergodic controllarge deviationsmaximum likelihood estimatesdiscrete-time Markov processesinfinite horizon risk sensitive costobservation of the costoptimal adapted control
Discrete-time Markov processes on general state spaces (60J05) Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)
Related Items (2)
Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion ⋮ TIME-INCONSISTENT MARKOVIAN CONTROL PROBLEMS UNDER MODEL UNCERTAINTY WITH APPLICATION TO THE MEAN-VARIANCE PORTFOLIO SELECTION
This page was built for publication:
