Adaptive control of Markov chains with local updates

DOI10.1016/0167-6911(90)90015-MzbMath0699.93047OpenAlexW2038753858MaRDI QIDQ913734

N. E. Zubov

Publication date: 1990

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(90)90015-m

zbMATH Keywords

dynamic programminglocal updatesfinite state Markov chainsexpected average cost controlstrongly consistent parameter estimator

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Dynamic programming (90C39) Optimal stochastic control (93E20)

Related Items (1)

Computationally efficient algorithms for on-line optimization of Markov decision processes

Cites Work

• Unnamed Item
• Computationally efficient algorithms for on-line optimization of Markov decision processes
• Adaptive control of Markov chains, I: Finite parameter set
• A Survey of Some Results in Stochastic Adaptive Control
• Decentralized learning in finite Markov chains
• Learning algorithms for Markov decision processes
• An optimization-oriented approach to the adaptive control of Markov chains
• Optimal adaptive controllers for unknown Markov chains
• Estimation and control in Markov chains

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