Adaptive control of Markov processes with incomplete state information and unknown parameters
Recent results for parameter-adaptive Markov decision processes (MDP's) are extended to partially observed MDP's depending on unknown parameters. These results include approximations converging uniformly to the optimal reward function and asymptotically optimal adaptive policies.
asymptotically optimal adaptive policies
partially observed Markov decision processes
scientific article; zbMATH DE number 3939122
scientific article