Discretization procedures for adaptive Markov control processes
type: Item
instance of: scholarly article
title: Discretization procedures for adaptive Markov control processes
zbMATH Open document ID: 0677.93073
DOI: 10.1016/0022-247X(89)90259-X
author: Steven I. Marcus
author: Onésimo Hernández-Lerma
published in: Journal of Mathematical Analysis and Applications
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E25
Mathematics Subject Classification ID: 93C40
Mathematics Subject Classification ID: 60J05
zbMATH DE Number: 4110612
zbMATH Keywords: discrete-time
zbMATH Keywords: infinite horizon
zbMATH Keywords: adaptive Markov control processes
zbMATH Keywords: parameter estimation
zbMATH Keywords: uniform approximations
zbMATH Keywords: asymptotically optimal
zbMATH Keywords: unknown disturbance distribution
MaRDI profile type: Publication
cites work: Q3292915
cites work: Convergence of discretization procedures in dynamic programming
cites work: Q3795523
cites work: Stochastic optimal control. The discrete time case
cites work: Q5560061
cites work: Q3835399
cites work: An Approach to Discrete-Time Stochastic Control Problems under Partial Observation
cites work: Q3237805
cites work: Nonstationary Markov decision problems with converging parameters
cites work: Empirical processes: A survey of results for independent and identically distributed random variables
cites work: Q4150452
cites work: Approximation and bounds in discrete event dynamic programming
cites work: Q3783097
cites work: Continuous dependence of stochastic control models on the noise distribution
cites work: Adaptive control of discounted Markov decision chains
cites work: Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
cites work: Optimal Plans for Dynamic Programming Problems
cites work: Q3911692
cites work: Strongly consistent estimation in a controlled Markov renewal model
cites work: Convergence of Dynamic Programming Models
cites work: Estimation and control in Markov chains
cites work: Q3908789
cites work: Q5593890
cites work: Estimation and control in discounted stochastic dynamic programming
cites work: Approximations of Dynamic Programs, I
cites work: Approximations of Dynamic Programs, II
full work available at URL: 0022-247x(89)90259-x
OpenAlex ID: W2032419970
description: scientific article; zbMATH DE number 4110612