The Kumar-Becker-Lin scheme revisited
type: Item
instance of: scholarly article
title: The Kumar-Becker-Lin scheme revisited
zbMATH Open document ID: 0682.93060
DOI: 10.1007/BF00939540
author: Vivek Borkar
published in: Journal of Optimization Theory and Applications
publication date: 1990-01-01T00:00:00Z
review text: 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 \(R^ m\).
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93C40
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 4118285
zbMATH Keywords: ergodic control
zbMATH Keywords: Kumar-Becker-Lin scheme
zbMATH Keywords: parameter estimation
zbMATH Keywords: self- tuning control
zbMATH Keywords: a.s. optimality
zbMATH Keywords: Markov chains
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00939540
OpenAlex ID: W2045812400
description: scientific article; zbMATH DE number 4118285