The Kumar-Becker-Lin scheme revisited
The Kumar-Becker-Lin scheme introduces a slowly vanishing cost bias in the parameter estimation part of self-tuning control in order to improve its performance. This paper establishes the a.s. optimality of a variant of this scheme for Markov chains on a countable state space when the action space is a compact metric and the parameter space is a compact subset of \(R^ m\).
scientific article; zbMATH DE number 4118285
scientific article