Nonparametric adaptive control of discounted stochastic systems with compact state space

DOI10.1007/BF01102341zbMath0699.93053OpenAlexW2346730162MaRDI QIDQ913742

Rolando Cavazos-Cadena

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1007/bf01102341

zbMATH Keywords

stochastic controlasymptotically optimaladaptive policies

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)

Related Items (7)

Unnamed Item ⋮ Density estimation and adaptive control of Markov processes: Average and discounted criteria ⋮ Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria ⋮ Recursive adaptive control of Markov decision processes with the average reward criterion ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Stability estimation of some Markov controlled processes

Cites Work

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• Adaptive control of discounted Markov decision chains
• Dynamic programming and stochastic control
• Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
• A forecast horizon and a stopping rule for general Markov decision processes
• Stochastic optimal control. The discrete time case
• Estimation and control in discounted stochastic dynamic programming
• Optimal Plans for Dynamic Programming Problems
• Estimation and control in Markov chains
• Uniformity in weak convergence

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