Geodesic
Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion
Applicationes Mathematicae, Tome 26 (1999) no. 3, pp. 267-280 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

Voir la notice de l'article

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 $x_{t+1}=F(x_t,a_t,ξ _t)$, t=1,2,..., with i.i.d. $ℝ^k$-valued random vectors $ξ_t$, which are observable but whose density ϱ is unknown.
DOI : 10.4064/am-26-3-267-280
Keywords: Markov control process, discounted and average cost criterion, adaptive policy

J. Minjárez-Sosa 1

1 
@article{10_4064_am_26_3_267_280,
     author = {J. Minj\'arez-Sosa},
     title = {Nonparametric adaptive control for discrete-time {Markov} processes with unbounded costs under average criterion},
     journal = {Applicationes Mathematicae},
     pages = {267--280},
     year = {1999},
     volume = {26},
     number = {3},
     doi = {10.4064/am-26-3-267-280},
     zbl = {1050.93524},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am-26-3-267-280/}
}
TY  - JOUR
AU  - J. Minjárez-Sosa
TI  - Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion
JO  - Applicationes Mathematicae
PY  - 1999
SP  - 267
EP  - 280
VL  - 26
IS  - 3
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am-26-3-267-280/
DO  - 10.4064/am-26-3-267-280
LA  - en
ID  - 10_4064_am_26_3_267_280
ER  - 
%0 Journal Article
%A J. Minjárez-Sosa
%T Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion
%J Applicationes Mathematicae
%D 1999
%P 267-280
%V 26
%N 3
%U http://geodesic.mathdoc.fr/articles/10.4064/am-26-3-267-280/
%R 10.4064/am-26-3-267-280
%G en
%F 10_4064_am_26_3_267_280
J. Minjárez-Sosa. Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion. Applicationes Mathematicae, Tome 26 (1999) no. 3, pp. 267-280. doi: 10.4064/am-26-3-267-280

Cité par Sources :