Milito and Cruz have introduced a novel adaptive control scheme for finite Markov chains when a finite parametrized family of possible transition matrices is available. The scheme involves the minimization of a composite functional of the observed history of the process incorporating both control and estimation aspects. We prove the a.s. optimality of a similar scheme when the state space is countable and the parameter space a compact subset of Rd
Abstract. Three distinct controlled ergodic Markov models are considered here. The models are a disc...
summary:We study the adaptive control problem for discrete-time Markov control processes with Borel ...
This is the published version, also available here: http://dx.doi.org/10.1137/S0363012996298369.Thre...
Milito and Cruz have introduced a novel adaptive control scheme for finite Markov chains when a fini...
Consider a countable state controlled Markov chain whose transition probability is specified up to a...
Consider a controlled Markov chain whose transition probabilities depend upon an unknown parameter a...
AbstractThis paper is concerned with the adaptive control problem, over the infinite horizon, for pa...
We consider an adaptive finite state controlled Markov chain with partial state information, motivat...
We consider the problem of sequential control for a finite state and action Markovian Decision Proce...
100 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1985.In this thesis we consider th...
We consider Markov decision processes where the state at time n+1 is a function of the state at time...
The main topic of this bachelor thesis is Markov reward chains with finite state set. We consider a ...
A partially observed stochastic system is described by a discrete time pair of Markov processes. The...
This paper describes an adaptive controller for discrete-time stochastic environments. The controlle...
Abstract. This paper considers Bayesian parameter estimation and an associated adaptive control sche...
Abstract. Three distinct controlled ergodic Markov models are considered here. The models are a disc...
summary:We study the adaptive control problem for discrete-time Markov control processes with Borel ...
This is the published version, also available here: http://dx.doi.org/10.1137/S0363012996298369.Thre...
Milito and Cruz have introduced a novel adaptive control scheme for finite Markov chains when a fini...
Consider a countable state controlled Markov chain whose transition probability is specified up to a...
Consider a controlled Markov chain whose transition probabilities depend upon an unknown parameter a...
AbstractThis paper is concerned with the adaptive control problem, over the infinite horizon, for pa...
We consider an adaptive finite state controlled Markov chain with partial state information, motivat...
We consider the problem of sequential control for a finite state and action Markovian Decision Proce...
100 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1985.In this thesis we consider th...
We consider Markov decision processes where the state at time n+1 is a function of the state at time...
The main topic of this bachelor thesis is Markov reward chains with finite state set. We consider a ...
A partially observed stochastic system is described by a discrete time pair of Markov processes. The...
This paper describes an adaptive controller for discrete-time stochastic environments. The controlle...
Abstract. This paper considers Bayesian parameter estimation and an associated adaptive control sche...
Abstract. Three distinct controlled ergodic Markov models are considered here. The models are a disc...
summary:We study the adaptive control problem for discrete-time Markov control processes with Borel ...
This is the published version, also available here: http://dx.doi.org/10.1137/S0363012996298369.Thre...
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