Adaptive control of discounted Markov decision chains

DOI10.1007/BF00938426zbMath0543.90093OpenAlexW2075970677MaRDI QIDQ796461

Steven I. Marcus, Onésimo Hernández-Lerma

Publication date: 1985

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00938426

zbMATH Keywords

adaptive policydiscounted-reward finite-state Markov decision processesnonstationary value iteration

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (21)

Finite-state approximations for denumerable multidimensional state discounted Markov decision processes ⋮ Finite-state approximations for denumerable state discounted Markov decision processes ⋮ A unified approach to adaptive control of average reward Markov decision processes ⋮ Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution ⋮ Density estimation and adaptive control of Markov processes: Average and discounted criteria ⋮ Nonparametric adaptive control of discrete-time partially observable stochastic systems ⋮ Discretization procedures for adaptive Markov control processes ⋮ Adaptive discounted control for piecewise deterministic Markov processes ⋮ Nonparametric adaptive control of discounted stochastic systems with compact state space ⋮ Statistical inference for a finite optimal stopping problem with unknown transition probabilities ⋮ Adaptive control of constrained Markov chains: Criteria and policies ⋮ Nonparametric estimation and adaptive control in a class of finite Markov decision chains ⋮ Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria ⋮ Recursive adaptive control of Markov decision processes with the average reward criterion ⋮ Adaptive control of diffusion processes with a discounted reward criterion ⋮ Unnamed Item ⋮ Nonstationary value-iteration and adaptive control of discounted semi- Markov processes ⋮ Stability estimation of some Markov controlled processes ⋮ Optimal cost and policy for a Markovian replacement problem ⋮ Adaptive control of Markov processes with incomplete state information and unknown parameters ⋮ Identification and control in the partially known Merton portfolio selection model

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• Convergence analysis of parametric identification methods
• Estimation and control in Markov chains

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