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.

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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 $x_{t+1}=F(x_t,a_t,ξ _t)$, 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 
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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. http://geodesic.mathdoc.fr/articles/10.4064/am-26-3-267-280/

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