Adaptive control for discrete-time Markov processes with unbounded costs: Average criterion

Evgueni I. Gordienko*, J. Adolfo Minjárez-Sosa

*Autor correspondiente de este trabajo

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

6 Citas (Scopus)

Resumen

The paper deals with a class of discrete-time Markov control processes with Borel state and action spaces, and possibly unbounded one-stage costs. The processes are given by recurrent equations xt+1 = F(xt,at, ξt), t = 1,2, . . . with i.i.d. ξκ - valued random vectors ξt whose density p is unknown. Assuming observability of ξt and taking advantage of the procedure of statistical estimation of p used in a previous work by authors, we construct an average cost optimal adaptive policy.

Idioma originalInglés
Páginas (desde-hasta)37-55
Número de páginas19
PublicaciónMathematical Methods of Operations Research
Volumen48
N.º1
DOI
EstadoPublicada - 1998

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