Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion
Minjárez-Sosa, J.
Applicationes Mathematicae, Tome 26 (1999), p. 267-280 / Harvested from The Polish Digital Mathematics Library
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We introduce average cost optimal adaptive policies in a class of discrete-time Markov control processes with Borel state and action spaces, allowing unbounded costs. The processes evolve according to the system equations xt+1=F(xt,at,ξt), t=1,2,..., with i.i.d. ℝk-valued random vectors ξt, which are observable but whose density ϱ is unknown.

Publié le : 1999-01-01
EUDML-ID : urn:eudml:doc:219238 
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     author = {J. Minj\'arez-Sosa},
     title = {Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion},
     journal = {Applicationes Mathematicae},
     volume = {26},
     year = {1999},
     pages = {267-280},
     zbl = {1050.93524},
     language = {en},
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Minjárez-Sosa, J. Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion. Applicationes Mathematicae, Tome 26 (1999) pp. 267-280. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv26i3p267bwm/

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