- Tytuł:
- Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion
- Autorzy:
- Minjárez-Sosa, J.
- Tematy:
-
Markov control process
discounted and average cost criterion
adaptive policy - Pokaż więcej
- Data publikacji:
- 1999
- Powiązania:
- https://bibliotekanauki.pl/articles/1338768.pdf Link otwiera się w nowym oknie
- Źródło:
-
Applicationes Mathematicae; 1999, 26, 3; 267-280
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Opis:
- 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.
- Dostawca treści:
- Biblioteka Nauki
Artykuł